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Bayan Resources Tbk (Pt) Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.45% (-1.65%)
Analysis last updated: Thursday, February 12, 2026 at 12:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bayan Resources Tbk (Pt) SGARCH
paramt-stat
ω2.48724.42
α0.20535.82
β0.649112.59
γ10.26550.89
γ20.29910.50
γ3-1.4470-2.15
γ41.79593.04
γ5-1.2668-2.82
γ60.32900.69
γ7-0.0114-0.02
γ80.02870.07
γ9-0.0198-0.04
γ10-0.0909-0.10
Estimation Period:
Aug 20, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts