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Bank Mayapada International Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.11% (-3.04%)
Analysis last updated: Sunday, February 8, 2026 at 04:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Mayapada International Tbk PT SGARCH
paramt-stat
ω1.35684.35
α0.20476.20
β0.644812.39
γ1-0.6675-1.13
γ20.78300.86
γ3-0.1046-0.17
γ40.06100.10
γ50.17700.28
γ6-1.1691-1.94
γ72.30203.89
γ8-2.3022-3.00
γ91.34601.03
Estimation Period:
Sep 10, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts