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Mustika Ratu Tbk (Pt) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:91.31% (-10.65%)
Analysis last updated: Sunday, February 8, 2026 at 04:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mustika Ratu Tbk (Pt) S0GARCH
paramt-stat
ω0.62856.33
α0.17285.69
β0.714814.55
γ1-0.6308-8.82
γ20.95168.48
γ3-0.3853-3.92
γ4-0.0712-0.78
γ50.34703.84
γ6-0.4009-4.30
γ70.40704.47
γ8-0.4021-4.40
γ90.24253.16
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts