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V-Lab

RHB Bank Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.57% (-1.72%)
Analysis last updated: Wednesday, February 11, 2026 at 11:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RHB Bank Bhd SGARCH
paramt-stat
ω1.23514.95
α0.115210.42
β0.806145.37
γ10.04260.93
γ20.00090.01
γ3-0.1635-4.90
γ40.21076.11
γ5-0.1492-3.94
γ60.10992.55
γ7-0.0624-1.32
γ8-0.0275-0.56
γ90.11301.81
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts