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Pt Hensel Davest Indonesia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:329.26% (-3.67%)
Analysis last updated: Tuesday, February 10, 2026 at 11:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pt Hensel Davest Indonesia S0GARCH
paramt-stat
ω1.57420.19
α0.28330.22
β0.70661.80
γ185.44050.54
γ2-80.2909-0.41
γ3-56.4691-0.51
γ467.72400.41
γ571.27420.32
γ6-453.7476-2.82
γ71,070.081012.57
γ8-1,293.2320-11.71
γ9820.943528.41
γ10-281.6426-20.77
Estimation Period:
Jul 12, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts