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V-Lab

Cita Mineral Investindo TBK Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.74% (-3.10%)
Analysis last updated: Saturday, February 14, 2026 at 01:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cita Mineral Investindo TBK SGARCH
paramt-stat
ω0.89984.25
α0.29694.25
β0.49154.97
γ1-9.9226-5.72
γ215.95955.72
γ3-9.1285-4.04
γ44.98051.79
γ5-3.6614-1.31
γ62.74061.67
γ70.78990.31
γ8-5.1637-1.54
γ95.83641.80
γ10-3.4351-0.97
Estimation Period:
Sep 27, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts