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V-Lab

PGF Capital Berhad Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.18% (-1.56%)
Analysis last updated: Tuesday, February 17, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PGF Capital Berhad SGARCH
paramt-stat
ω1.08693.43
α0.17947.05
β0.644514.26
γ10.23453.14
γ2-0.4104-3.96
γ30.31553.93
γ4-0.3635-4.02
γ50.43834.64
γ6-0.2670-3.30
γ70.10571.29
γ8-0.1733-1.97
γ90.11301.14
γ100.09930.72
Estimation Period:
Oct 27, 1993 to Feb 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts