Indonesia Prima Prop (Pt) Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, May 20th, 2026
1 Day
52.91%
decreased by 8.37%
1 Week
54.83%
decreased by 6.45%
1 Month
61.91%
increased by 0.63%
Analysis last updated: Wednesday, May 20, 2026 at 08:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2821 | 0.00 | |
| 0.7179 | 0.00 | |
| -5.2827 | -0.03 | |
| 4.8311 | 0.02 | |
| -0.2578 | 0.00 | |
| 2.5653 | 0.14 | |
| -3.0346 | -0.09 | |
| 1.6794 | 0.40 | |
| -0.8808 | -0.01 | |
| 0.3854 | 0.00 | |
| 0.0929 | 0.00 |
Estimation Period:
Jul 31, 1992 to May 13, 2026
Jul 31, 1992 to May 13, 2026
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