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Vale Indonesia Tbk Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.11% (-5.11%)
Analysis last updated: Thursday, February 12, 2026 at 12:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vale Indonesia Tbk S0GARCH
paramt-stat
ω1.60275.54
α0.12757.03
β0.803429.47
γ10.19412.95
γ2-0.2683-2.31
γ30.10441.04
γ4-0.0910-1.05
γ50.13362.19
γ6-0.1199-3.36
γ70.06882.31
γ8-0.0259-1.04
Estimation Period:
Jul 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts