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V-Lab

PT Citra Buana Prasida TBK Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:78.47% (-10.32%)
Analysis last updated: Thursday, February 12, 2026 at 12:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PT Citra Buana Prasida TBK SGARCH
paramt-stat
ω19.73860.04
α0.92090.24
β0.07910.02
γ1-18.1925-0.91
γ229.30731.18
γ3-16.7802-1.64
γ48.06860.91
γ5-11.4498-1.25
γ625.66551.09
γ7-31.1855-0.70
Estimation Period:
Jan 6, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts