Skip to main content
V-Lab

Humpuss Intermoda Trans Tbk Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:42.99% (0.00%)
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 SGARCH
paramt-stat
ω4.25943.91
α0.16654.60
β0.800717.74
γ10.53252.13
γ2-0.7851-1.89
γ30.63511.70
γ4-1.0306-2.83
γ51.43516.65
γ6-1.2836-3.28
γ70.85641.49
γ8-0.8261-1.68
γ90.94492.03
Estimation Period:
Apr 8, 1998 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts