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V-Lab

Pelangi Indah Cani Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:108.29% (-2.81%)
Analysis last updated: Sunday, February 15, 2026 at 03:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pelangi Indah Cani SGARCH
paramt-stat
ω0.99352.31
α0.11796.39
β0.878746.88
γ1-1.4832-4.43
γ22.97805.38
γ3-2.3232-4.23
γ40.98382.01
γ5-0.1757-0.50
γ60.08830.36
γ7-0.1213-0.55
γ80.13850.48
Estimation Period:
Dec 5, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts