Skip to main content
V-Lab

Itama Ranoraya Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.22% (-1.98%)
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 SGARCH
paramt-stat
ω1.87453.57
α0.26933.79
β0.50454.86
γ16.08823.27
γ2-9.8216-3.30
γ35.38432.54
γ4-2.3491-1.34
γ52.61301.36
γ6-4.7785-1.77
γ75.36951.62
γ8-6.3154-1.19
Estimation Period:
Oct 15, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts