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V-Lab

Pt Bank Btpn Syariah Tbk Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:24.76% (-0.50%)
Analysis last updated: Sunday, February 15, 2026 at 04:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pt Bank Btpn Syariah Tbk SGARCH
paramt-stat
ω0.40463.08
α0.12883.59
β0.32172.23
γ12.51512.25
γ2-4.7558-3.18
γ32.98124.25
γ4-1.3450-2.18
γ51.14721.81
γ6-0.7355-1.12
γ70.68540.96
γ8-2.1398-1.65
Estimation Period:
May 8, 2018 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts