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Humpuss Intermoda Trans Tbk Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:29.80% (-0.01%)
Analysis last updated: Friday, June 6, 2025 at 12:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Humpuss Intermoda Trans Tbk S0GARCH
paramt-stat
ω4.12243.82
α0.16784.67
β0.801117.95
γ10.48531.90
γ2-0.7151-1.69
γ30.59621.59
γ4-1.0009-2.73
γ51.40866.50
γ6-1.2547-3.21
γ70.80771.43
γ8-0.7049-1.53
γ90.55472.23
Estimation Period:
Apr 8, 1998 to May 30, 2025
Impact of return on volatility tomorrow
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