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Lippo Karawaci Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:99.26% (-4.98%)
Analysis last updated: Sunday, February 8, 2026 at 04:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lippo Karawaci Tbk PT SGARCH
paramt-stat
ω0.75182.22
α0.12057.70
β0.857755.01
γ1-0.8571-4.63
γ21.45405.96
γ3-0.7953-7.96
γ40.21292.39
γ5-0.0353-0.36
γ60.04370.41
γ7-0.0191-0.13
γ80.03520.15
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts