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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FII Grand Plaza Shopping SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω5.99684.90
α0.35854.32
β0.38934.20
γ11.29283.43
γ2-1.2813-2.17
γ30.11780.29
γ4-0.9101-2.42
γ51.73734.44
γ6-1.4632-2.23
γ70.63720.71
γ8-0.2498-0.31
γ90.59441.07
γ10-1.4836-3.03
Estimation Period:
Mar 19, 2007 to Jun 5, 2026