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V-Lab

Pt Bank Raya Indonesia Tbk Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.48% (-1.41%)
Analysis last updated: Thursday, February 12, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pt Bank Raya Indonesia Tbk SGARCH
paramt-stat
ω1.65742.05
α0.07883.79
β0.761710.13
γ10.70281.28
γ2-0.8316-1.14
γ30.25430.48
γ40.13870.23
γ5-1.1919-2.75
γ62.16046.37
γ7-2.1293-5.74
γ81.07983.15
γ9-0.1104-0.39
γ10-0.0344-0.09
Estimation Period:
Apr 27, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts