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Polaris Investama Tbk PT Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 1, 2023 at 06:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polaris Investama Tbk PT SGARCH
paramt-stat
ω2.508825,087,670.00
α0.0720719,930.00
β0.90069,005,900.00
γ1-0.3394-3,394,250.00
γ2-0.5083-5,083,070.00
γ35.762957,628,810.00
γ4-10.3982-103,982,300.00
γ5-24.1494-241,493,800.00
γ6-2.0870-20,870,290.00
Estimation Period:
Mar 16, 2001 to Aug 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts