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Pt Nfc Indonesia Tbk Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:49.80% (-3.50%)
Analysis last updated: Saturday, February 7, 2026 at 01:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pt Nfc Indonesia Tbk SGARCH
paramt-stat
ω0.72613.23
α0.30705.03
β0.01920.36
γ1-0.2387-0.19
γ21.85921.08
γ3-3.5613-4.32
γ42.72144.21
γ5-0.9843-1.39
γ60.87251.16
γ7-1.9728-2.28
γ82.62831.65
Estimation Period:
Jul 12, 2018 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts