Skip to main content
V-Lab

RCE Capital BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.48% (-0.78%)
Analysis last updated: Wednesday, February 11, 2026 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RCE Capital BHD SGARCH
paramt-stat
ω0.87692.98
α0.11547.30
β0.767421.59
γ1-0.1790-1.27
γ20.14580.75
γ30.00880.09
γ40.08271.09
γ50.08450.88
γ6-0.4336-2.99
γ70.52063.40
γ8-0.2910-2.25
γ90.04610.27
Estimation Period:
Jul 5, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts