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PT Multi Spunindo Jaya TBK Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.93% (-11.22%)
Analysis last updated: Saturday, February 7, 2026 at 01:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PT Multi Spunindo Jaya TBK S0GARCH
paramt-stat
ω2.24003.81
α0.12952.48
β0.25740.71
γ135.13561.58
γ2-31.5024-0.87
γ3-12.3026-0.41
γ410.02710.36
γ5-20.6320-0.91
γ650.60212.37
γ7-59.7436-3.03
γ872.37154.21
γ9-68.6322-5.48
Estimation Period:
Jan 10, 2024 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts