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V-Lab

Bank Victoria Intl Tbk (Pt) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.60% (-4.50%)
Analysis last updated: Thursday, February 12, 2026 at 12:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Victoria Intl Tbk (Pt) S0GARCH
paramt-stat
ω3.31034.26
α0.21286.38
β0.706920.55
γ1-0.1774-1.49
γ20.52832.96
γ3-0.6897-3.92
γ40.55882.90
γ5-0.1141-0.67
γ6-0.3010-1.53
γ70.28931.44
γ8-0.1963-1.19
γ90.17301.29
Estimation Period:
Jun 21, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts