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Multifiling Mitra Indonesia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:12.99% (0.00%)
Analysis last updated: Sunday, June 22, 2025 at 04:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Multifiling Mitra Indonesia S0GARCH
paramt-stat
ω1.01592.76
α0.15975.10
β0.747515.19
γ1-0.3854-0.62
γ20.95031.07
γ3-0.9487-1.86
γ40.00460.01
γ51.24971.90
γ6-1.6210-2.82
γ70.90901.75
γ8-0.0327-0.06
γ9-0.4575-0.89
γ100.66011.69
Estimation Period:
Dec 29, 2010 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts