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V-Lab

Abm Investama Tbk Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.86% (-0.77%)
Analysis last updated: Tuesday, February 10, 2026 at 11:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abm Investama Tbk S0GARCH
paramt-stat
ω0.28303.55
α0.18625.61
β0.54477.23
γ1-0.6697-1.81
γ21.01721.91
γ3-0.9555-2.54
γ41.38313.54
γ5-1.5864-3.65
γ61.48003.28
γ7-1.2543-3.48
γ80.82713.06
γ9-0.2004-1.16
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts