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Eratex Djaja Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:162.24% (-5.26%)
Analysis last updated: Sunday, February 8, 2026 at 04:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eratex Djaja S0GARCH
paramt-stat
ω0.96253.91
α0.15056.67
β0.791825.16
γ1-0.0215-0.12
γ20.13380.50
γ3-0.2421-1.43
γ40.20770.83
γ5-0.1108-0.38
γ6-0.0126-0.06
γ70.15980.83
γ8-0.3315-1.52
γ90.46302.59
γ10-0.3419-3.11
Estimation Period:
Aug 22, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts