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Metropolitan Kentjana Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.93% (-3.67%)
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 SGARCH
paramt-stat
ω1.49141.69
α0.39525.44
β0.59618.20
γ1-7.9108-5.23
γ213.14785.52
γ3-6.1127-2.58
γ4-2.9512-1.08
γ57.37842.49
γ6-4.9344-1.69
γ73.46821.61
γ8-6.9085-2.18
Estimation Period:
Jul 10, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts