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PT Fore Kopi Indonesia TBK Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.25% (+1.80%)
Analysis last updated: Sunday, February 8, 2026 at 04:09 AM UTC
Date Range:

from

to

6M ·

All

graph of PT Fore Kopi Indonesia TBK S0GARCH
paramt-stat
ω4.55432.74
α0.11511.36
β0.04440.13
γ11,148.41805.31
γ2-1,682.3790-4.48
γ3678.49212.16
γ4-127.1845-0.52
γ5-40.4274-0.15
γ6-3.2798-0.01
γ7229.63350.85
γ8-364.2081-1.05
γ9172.85410.53
Estimation Period:
Apr 14, 2025 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts