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Modernland Realty Tbk Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.18% (-2.85%)
Analysis last updated: Sunday, February 8, 2026 at 04:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Modernland Realty Tbk S0GARCH
paramt-stat
ω0.55893.21
α0.12806.01
β0.831126.88
γ1-0.0490-0.35
γ2-0.0403-0.18
γ30.00270.02
γ40.24471.84
γ5-0.2956-3.09
γ60.24092.21
γ7-0.1160-0.75
γ80.02650.10
γ9-0.0875-0.26
γ100.12570.52
Estimation Period:
May 25, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts