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Itama Ranoraya Tbk PT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.47% (-1.71%)
Analysis last updated: Thursday, February 12, 2026 at 12:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Itama Ranoraya Tbk PT S0GARCH
paramt-stat
ω1.89103.34
α0.23622.90
β0.58214.28
γ16.19233.22
γ2-9.9638-3.25
γ35.39042.44
γ4-2.1938-1.17
γ52.20081.06
γ6-3.8319-1.35
γ73.27491.14
γ8-1.1262-0.64
Estimation Period:
Oct 15, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts