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Sumber Alfaria Trijaya Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:40.61% (-1.10%)
Analysis last updated: Sunday, February 15, 2026 at 04:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumber Alfaria Trijaya S0GARCH
paramt-stat
ω1.49573.47
α0.20616.16
β0.565310.22
γ1-0.6836-1.90
γ21.07551.80
γ3-0.6525-1.17
γ40.52801.10
γ5-0.2575-0.82
γ6-0.3045-1.04
γ70.74763.02
γ8-0.9519-4.43
γ90.88194.30
γ10-0.5178-3.37
Estimation Period:
Jan 16, 2009 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts