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Pelangi Indah Cani Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:109.53% (+4.56%)
Analysis last updated: Thursday, February 12, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pelangi Indah Cani S0GARCH
paramt-stat
ω0.93782.15
α0.11496.31
β0.880647.32
γ1-1.3737-4.46
γ22.76935.10
γ3-2.1638-3.78
γ40.89881.78
γ5-0.1327-0.38
γ60.04810.20
γ7-0.0584-0.29
γ8-0.0142-0.09
Estimation Period:
Dec 5, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts