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Metropolitan Kentjana Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.96% (-2.90%)
Analysis last updated: Sunday, February 8, 2026 at 04:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Metropolitan Kentjana S0GARCH
paramt-stat
ω1.53061.87
α0.36795.45
β0.62469.27
γ1-7.9031-5.09
γ213.13425.42
γ3-6.1358-2.54
γ4-2.8309-1.01
γ56.85882.26
γ6-3.4774-1.15
γ70.64830.30
γ8-0.6970-0.69
Estimation Period:
Jul 10, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts