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Polaris Investama Tbk PT Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 1, 2023 at 06:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polaris Investama Tbk PT S0GARCH
paramt-stat
ω0.75007,500,000.00
α0.16491,649,360.00
β0.82478,246,870.00
γ13.627336,272,600.00
γ2-9.8869-98,868,980.00
γ320.4246204,246,300.00
γ4-29.9715-299,714,500.00
γ5-40.8766-408,766,200.00
γ6119.32011,193,201,000.00
Estimation Period:
Mar 16, 2001 to Aug 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts