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Pt Gozco Plantation Tbk Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:93.95% (-4.80%)
Analysis last updated: Tuesday, February 10, 2026 at 11:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pt Gozco Plantation Tbk SGARCH
paramt-stat
ω1.31404.01
α0.10314.70
β0.885223.60
γ1-0.2297-0.67
γ20.29090.59
γ30.08070.23
γ4-0.0708-0.15
γ5-1.1150-2.70
γ62.72925.29
γ7-2.5922-2.30
γ81.00080.63
Estimation Period:
May 15, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts