Skip to main content
V-Lab

Sumber Energi Andalan TBK Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:114.70% (-2.04%)
Analysis last updated: Thursday, February 12, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sumber Energi Andalan TBK S0GARCH
paramt-stat
ω1.37293.15
α0.18603.20
β0.68077.51
γ1-1.0659-0.67
γ22.20780.94
γ3-1.2498-0.87
γ4-1.2000-0.97
γ53.79223.21
γ6-5.7263-4.53
γ76.34585.30
γ8-4.2409-3.42
γ90.98590.92
Estimation Period:
Nov 29, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts