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SP Setia Bhd Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.31% (-3.39%)
Analysis last updated: Thursday, February 12, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SP Setia Bhd Group S0GARCH
paramt-stat
ω1.46154.24
α0.12929.39
β0.808841.42
γ10.00050.01
γ2-0.0134-0.09
γ3-0.0404-0.43
γ40.23242.78
γ5-0.3807-3.69
γ60.29572.89
γ7-0.0446-0.57
γ8-0.0802-1.15
γ9-0.0033-0.05
γ100.04850.85
Estimation Period:
Apr 12, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts