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Bank Pan Indonesia Tbk PT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.57% (-1.17%)
Analysis last updated: Thursday, February 12, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Pan Indonesia Tbk PT S0GARCH
paramt-stat
ω1.03217.09
α0.12399.75
β0.802938.67
γ10.08052.63
γ2-0.1656-3.44
γ30.12774.18
γ4-0.0504-2.05
γ50.01240.56
γ6-0.0013-0.06
γ7-0.0072-0.45
Estimation Period:
Apr 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts