Skip to main content
V-Lab

Modernland Realty Tbk Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.82% (-2.95%)
Analysis last updated: Sunday, February 8, 2026 at 04:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Modernland Realty Tbk SGARCH
paramt-stat
ω0.64672.73
α0.13925.28
β0.834924.77
γ1-0.0562-0.68
γ2-0.0707-0.63
γ30.22833.53
γ4-0.1863-2.54
γ50.18991.88
γ6-0.1811-1.29
γ70.18081.55
γ8-0.5289-2.65
Estimation Period:
May 25, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts