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PT M Cash Integras Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.83% (-3.15%)
Analysis last updated: Sunday, February 8, 2026 at 03:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of PT M Cash Integras S0GARCH
paramt-stat
ω1.24563.10
α0.28136.11
β0.606611.21
γ1-0.2043-0.21
γ22.28111.58
γ3-3.6170-3.00
γ41.36201.05
γ50.13020.12
γ61.65591.97
γ7-3.3137-3.73
γ82.22832.63
Estimation Period:
Nov 1, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts