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V-Lab

ESSA Industries Indonesia TB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.07% (-2.09%)
Analysis last updated: Sunday, February 8, 2026 at 04:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ESSA Industries Indonesia TB SGARCH
paramt-stat
ω1.66304.98
α0.08923.31
β0.62715.99
γ11.54484.26
γ2-2.0502-3.21
γ30.60810.89
γ40.17760.29
γ5-0.9906-2.16
γ61.53114.05
γ7-1.3191-3.23
γ80.50781.18
γ9-0.0060-0.02
γ100.39190.86
Estimation Period:
Feb 1, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts