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Pt Indo Tambangraya Megah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.79% (-0.27%)
Analysis last updated: Thursday, February 12, 2026 at 12:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pt Indo Tambangraya Megah S0GARCH
paramt-stat
ω2.04847.85
α0.06394.76
β0.863328.82
γ10.05720.67
γ20.04960.34
γ3-0.1381-1.27
γ40.00220.03
γ50.08951.00
γ6-0.2270-2.46
γ70.29064.61
Estimation Period:
Dec 25, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts