Skip to main content
V-Lab

PGF Capital Berhad Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.28% (-3.49%)
Analysis last updated: Thursday, February 12, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PGF Capital Berhad S0GARCH
paramt-stat
ω1.07183.42
α0.18247.14
β0.644814.54
γ10.20532.72
γ2-0.3551-3.38
γ30.26733.33
γ4-0.3243-3.58
γ50.40784.32
γ6-0.2439-2.99
γ70.09031.09
γ8-0.1656-1.92
γ90.11681.43
γ100.05841.04
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts