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Sumber Alfaria Trijaya Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:40.82% (-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 SGARCH
paramt-stat
ω1.49853.50
α0.20666.16
β0.565210.23
γ1-0.6961-1.95
γ21.09991.85
γ3-0.6758-1.22
γ40.54981.15
γ5-0.2739-0.88
γ6-0.2977-1.01
γ70.74883.01
γ8-0.9553-4.23
γ90.88103.43
γ10-0.5043-1.39
Estimation Period:
Jan 16, 2009 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts