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PT Itsec Asia TBK Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:77.00% (0.00%)
Analysis last updated: Saturday, February 7, 2026 at 01:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PT Itsec Asia TBK S0GARCH
paramt-stat
ω1.31683.02
α0.00000.00
β0.61433.20
γ1-14.0452-1.87
γ229.36143.05
γ3-24.4036-4.60
γ417.66513.22
γ5-19.5134-3.42
γ620.15053.48
γ7-12.6407-2.55
Estimation Period:
Aug 7, 2023 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts