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Metro Realty Tbk Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Friday, June 6, 2025 at 12:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Metro Realty Tbk S0GARCH
paramt-stat
ω0.00000.01
α0.26140.03
β0.73860.08
γ1-11.5360-3.10
γ212.81241.88
γ3-2.5371-0.49
γ44.31421.01
γ5-5.8241-0.60
γ64.03500.15
γ7-1.9783-0.03
γ8-7.6727-0.01
γ922.43680.01
γ10-19.4033-0.01
Estimation Period:
Jul 31, 1992 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts