Skip to main content
V-Lab

Multifiling Mitra Indonesia Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:0.00% (0.00%)
Analysis last updated: Sunday, June 22, 2025 at 04:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Multifiling Mitra Indonesia SGARCH
paramt-stat
ω3.40283.31
α0.231514.96
β0.766154.14
γ1-0.8882-0.67
γ21.57810.94
γ3-1.1930-1.68
γ40.16390.19
γ51.29901.37
γ6-1.9462-2.30
γ71.57071.65
γ8-6.1896-3.45
γ919.10374.48
γ10-42.1776-7.85
Estimation Period:
Dec 29, 2010 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts