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Matahari Dept Store Tbk Pt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.68% (-1.15%)
Analysis last updated: Sunday, February 8, 2026 at 04:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Matahari Dept Store Tbk Pt S0GARCH
paramt-stat
ω1.60452.28
α0.10065.47
β0.867330.86
γ1-0.4691-1.96
γ20.87952.14
γ3-0.6440-1.05
γ40.42630.65
γ5-0.2775-0.58
γ60.08170.27
γ7-0.0867-0.48
γ80.17971.74
Estimation Period:
Feb 19, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts