FII Grand Plaza Shopping Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
11.49%
decreased by 1.10%
1 Week
13.76%
increased by 1.17%
1 Month
15.83%
increased by 3.24%
Analysis last updated: Tuesday, June 9, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9968 | 4.90 | |
| 0.3585 | 4.32 | |
| 0.3893 | 4.20 | |
| 1.2928 | 3.43 | |
| -1.2813 | -2.17 | |
| 0.1178 | 0.29 | |
| -0.9101 | -2.42 | |
| 1.7373 | 4.44 | |
| -1.4632 | -2.23 | |
| 0.6372 | 0.71 | |
| -0.2498 | -0.31 | |
| 0.5944 | 1.07 | |
| -1.4836 | -3.03 |
Estimation Period:
Mar 19, 2007 to Jun 5, 2026
Mar 19, 2007 to Jun 5, 2026
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