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V-Lab

SP Setia Bhd Group Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.98% (-2.09%)
Analysis last updated: Friday, February 13, 2026 at 10:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SP Setia Bhd Group SGARCH
paramt-stat
ω1.43994.12
α0.12929.38
β0.809741.77
γ1-0.0073-0.08
γ20.00080.01
γ3-0.0553-0.59
γ40.25103.02
γ5-0.4006-3.92
γ60.31343.09
γ7-0.0567-0.73
γ8-0.0752-1.03
γ9-0.0015-0.02
γ100.03610.26
Estimation Period:
Apr 12, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts