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Panin Financial Tbk PT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.83% (-2.16%)
Analysis last updated: Saturday, February 14, 2026 at 01:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Panin Financial Tbk PT S0GARCH
paramt-stat
ω0.31771.76
α0.12738.34
β0.819541.45
γ1-0.5071-1.38
γ20.54460.98
γ30.00470.02
γ4-0.1181-0.67
γ50.17571.44
γ6-0.1684-1.55
γ70.13161.11
γ8-0.1455-1.24
γ90.20081.87
γ10-0.1824-2.58
Estimation Period:
Apr 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts