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V-Lab

FII Grand Plaza Shopping MF2-GARCH Volatility Analysis

Volatility prediction for Tuesday, June 9th, 2026

1 Day

14.25%

decreased by 1.20%

1 Week

18.41%

increased by 2.96%

1 Month

30.94%

increased by 15.49%

Analysis last updated: Tuesday, June 9, 2026 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FII Grand Plaza Shopping MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m61
α0.259114.91
β0.549126.19
γ0.13454.94
λ10.65231.77
λ20.44591.78
λ30.47681.54
Estimation Period:
Mar 19, 2007 to Jun 5, 2026