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V-Lab

PT Mastersystem Infotama TBK Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.21% (-1.11%)
Analysis last updated: Saturday, February 7, 2026 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PT Mastersystem Infotama TBK SGARCH
paramt-stat
ω1.32102.16
α0.33402.38
β0.33901.72
γ152.74591.82
γ2-80.0066-1.84
γ328.88501.13
γ410.95260.58
γ5-26.8583-1.48
γ623.77531.28
γ7-18.3793-0.96
γ829.65121.37
Estimation Period:
Nov 8, 2023 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts