V-Lab: Polaris Investama Tbk PT Spline-GARCH Volatility Analysis

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V-Lab

Polaris Investama Tbk PT Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 31st, 2023:4.23992117379557e+153% (0.00%)

Analysis last updated: Friday, September 1, 2023 at 06:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5088	25087670.00
$α$	0.0720	719930.00
$β$	0.9006	9005900.00
$γ_{1}$	-0.3394	-3394250.00
$γ_{2}$	-0.5083	-5083070.00
$γ_{3}$	5.7629	57628810.00
$γ_{4}$	-10.3982	-103982300.00
$γ_{5}$	-24.1494	-241493800.00
$γ_{6}$	-2.0870	-20870290.00

Estimation Period:
Mar 16, 2001 to Aug 25, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts