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Indocement Tunggal Prakarsa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.48% (+2.73%)
Analysis last updated: Saturday, February 14, 2026 at 01:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indocement Tunggal Prakarsa SGARCH
paramt-stat
ω1.50644.72
α0.14366.62
β0.765520.50
γ10.14103.17
γ2-0.2127-3.52
γ30.08832.32
γ4-0.0298-0.92
γ50.03061.09
γ60.00150.05
γ7-0.0742-2.42
γ80.15462.92
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts