Skip to main content
V-Lab

Arthavest Tbk Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:105.50% (-3.70%)
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 SGARCH
paramt-stat
ω0.62292.17
α0.19026.45
β0.737317.79
γ1-1.2309-2.59
γ22.70583.63
γ3-2.2198-3.28
γ40.84171.17
γ5-0.2191-0.40
γ60.43431.16
γ7-0.6441-2.29
γ80.35691.23
γ9-0.2348-0.82
γ101.33306.44
Estimation Period:
Apr 21, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts