Skip to main content
V-Lab

PT DFI Retail Nusantara TBK Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.00% (-11.03%)
Analysis last updated: Thursday, February 12, 2026 at 12:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PT DFI Retail Nusantara TBK SGARCH
paramt-stat
ω2.26764.96
α0.25868.47
β0.531412.75
γ10.57944.38
γ2-0.5268-2.83
γ3-0.3432-2.73
γ40.64154.24
γ5-0.7974-5.00
γ60.81335.78
γ7-0.4668-3.32
γ8-0.0838-0.60
γ90.45663.42
γ10-0.3946-2.02
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts