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V-Lab

Bank Victoria Intl Tbk (Pt) Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:66.66% (-2.59%)
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) SGARCH
paramt-stat
ω3.15864.50
α0.20296.59
β0.695518.27
γ1-0.1753-1.54
γ20.52303.07
γ3-0.6793-4.10
γ40.54853.04
γ5-0.1103-0.69
γ6-0.3149-1.68
γ70.36001.88
γ8-0.4181-2.42
γ90.87203.46
Estimation Period:
Jun 21, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts