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Indocement Tunggal Prakarsa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.08% (-1.53%)
Analysis last updated: Thursday, February 12, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indocement Tunggal Prakarsa S0GARCH
paramt-stat
ω1.29714.20
α0.14126.83
β0.781423.05
γ10.08031.94
γ2-0.1319-2.35
γ30.06352.17
γ4-0.0170-0.70
γ50.03121.33
γ6-0.0547-2.30
γ70.04102.21
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts