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Charoen Pokphand Indonesia Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.82% (-1.03%)
Analysis last updated: Sunday, February 8, 2026 at 04:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Charoen Pokphand Indonesia SGARCH
paramt-stat
ω0.64943.86
α0.11505.29
β0.813623.54
γ10.13081.20
γ2-0.3335-2.12
γ30.33133.44
γ4-0.1517-1.58
γ5-0.0435-0.39
γ60.15281.59
γ7-0.1154-1.98
γ8-0.0109-0.23
γ90.13101.82
Estimation Period:
Mar 28, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts