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Pelayaran Nelly Dwi Putri Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:83.75% (-5.27%)
Analysis last updated: Saturday, February 7, 2026 at 01:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pelayaran Nelly Dwi Putri S0GARCH
paramt-stat
ω0.64790.86
α0.10184.04
β0.876532.90
γ11.54680.85
γ2-3.1262-1.38
γ33.15673.48
γ4-3.6319-3.53
γ54.02242.58
γ6-3.4290-2.01
γ72.63021.94
γ8-2.3202-2.45
γ91.95681.93
γ10-1.0096-0.88
Estimation Period:
Oct 11, 2012 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts