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Pt Hensel Davest Indonesia Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.14% (-6.41%)
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 SGARCH
paramt-stat
ω20.20560.99
α0.37201.74
β0.62792.94
γ14.39510.11
γ2-44.6058-0.22
γ329.94010.07
γ47.22490.02
γ5187.35090.74
γ6-660.8967-4.44
γ71,306.561027.43
γ8-1,535.5090-26.34
γ91,000.725047.64
γ10-411.1116-6.73
Estimation Period:
Jul 12, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts