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V-Lab

Pelayaran Nelly Dwi Putri Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:109.15% (-6.32%)
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 SGARCH
paramt-stat
ω0.78360.00
α0.12860.00
β0.87140.00
γ1-2.8947-0.00
γ23.51890.00
γ3-1.3588-0.00
γ41.31200.01
γ5-1.0699-0.00
γ61.11410.00
γ7-1.7782-0.00
γ83.58070.00
Estimation Period:
Oct 11, 2012 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts