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 Friday, June 12th, 2026
1 Day
175.29%
decreased by 20.72%
1 Week
175.71%
decreased by 20.30%
1 Month
177.38%
decreased by 18.63%
Analysis last updated: Friday, June 12, 2026 at 10:27 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 | |
| 0.2051 | 0.00 | |
| 0.7949 | 0.00 | |
| -5.3185 | 0.00 | |
| 4.8817 | 0.00 | |
| -0.2831 | 0.00 | |
| 2.6118 | 0.05 | |
| -3.1658 | -0.01 | |
| 1.8091 | 0.01 | |
| -0.7707 | 0.00 | |
| 0.0654 | 0.00 | |
| 0.3282 | 0.00 |
Estimation Period:
Jul 31, 1992 to Jun 5, 2026
Jul 31, 1992 to Jun 5, 2026
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