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Metro Realty Tbk 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 SGARCH
paramt-stat
ω0.00000.00
α0.25740.00
β0.74260.01
γ1-10.4127-0.20
γ211.63900.13
γ3-1.0818-0.02
γ40.20330.00
γ5-1.1436-0.01
γ61.68310.00
γ7-5.5130-0.00
γ814.84420.00
γ9-32.0938-0.00
Estimation Period:
Jul 31, 1992 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts