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V-Lab

Pak Elektron Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.74% (+3.53%)
Analysis last updated: Sunday, February 8, 2026 at 02:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pak Elektron SGARCH
paramt-stat
ω0.98683.06
α0.166211.07
β0.712626.45
γ10.10670.80
γ2-0.3823-2.15
γ30.46434.89
γ4-0.1819-2.25
γ5-0.0093-0.13
γ6-0.1108-1.80
γ70.29054.90
γ8-0.3240-5.20
γ90.26463.74
γ10-0.2715-2.45
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts