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Bayan Resources Tbk (Pt) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.36% (-1.87%)
Analysis last updated: Saturday, February 14, 2026 at 01:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayan Resources Tbk (Pt) S0GARCH
paramt-stat
ω2.51784.52
α0.21175.68
β0.633211.57
γ10.29791.01
γ20.24530.42
γ3-1.4076-2.13
γ41.76283.03
γ5-1.2422-2.80
γ60.31930.68
γ7-0.0218-0.05
γ80.06970.18
γ9-0.1259-0.35
γ100.21120.62
Estimation Period:
Aug 20, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts