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V-Lab

Paninvest Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.06% (-1.49%)
Analysis last updated: Saturday, February 14, 2026 at 01:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Paninvest Tbk PT SGARCH
paramt-stat
ω0.97912.61
α0.14977.95
β0.774927.67
γ1-0.3596-1.97
γ20.50821.88
γ3-0.2802-1.65
γ40.30502.45
γ5-0.3140-2.86
γ60.16021.36
γ70.11771.10
γ8-0.3465-2.88
γ90.44222.95
γ10-0.4656-2.52
Estimation Period:
Apr 13, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts