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Astra Otoparts TBK (Pt) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:31.78% (-1.27%)
Analysis last updated: Sunday, February 15, 2026 at 03:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Astra Otoparts TBK (Pt) S0GARCH
paramt-stat
ω1.34176.35
α0.14416.46
β0.727818.45
γ10.00160.02
γ2-0.0268-0.19
γ30.07800.55
γ4-0.1607-1.36
γ50.29612.68
γ6-0.3761-3.26
γ70.30932.80
γ8-0.1341-1.46
γ9-0.0113-0.20
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts