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V-Lab

Abm Investama Tbk Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.43% (-1.20%)
Analysis last updated: Thursday, February 12, 2026 at 12:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abm Investama Tbk SGARCH
paramt-stat
ω0.28033.50
α0.18085.74
β0.55497.61
γ1-0.6918-1.86
γ21.05411.97
γ3-0.9847-2.62
γ41.41453.63
γ5-1.6264-3.75
γ61.54423.42
γ7-1.3801-3.84
γ81.08783.33
γ9-0.8206-1.16
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts