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Arthavest Tbk Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:63.45% (-6.31%)
Analysis last updated: Sunday, February 15, 2026 at 04:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arthavest Tbk S0GARCH
paramt-stat
ω0.78721.91
α0.22435.32
β0.733619.10
γ1-1.2214-2.49
γ22.68353.47
γ3-2.2079-3.15
γ40.84551.13
γ5-0.2124-0.36
γ60.39951.01
γ7-0.5677-1.89
γ80.19460.62
γ90.12970.39
γ100.06100.26
Estimation Period:
Apr 21, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts