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V-Lab

Panin Financial Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.19% (-2.52%)
Analysis last updated: Thursday, February 12, 2026 at 12:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Panin Financial Tbk PT SGARCH
paramt-stat
ω0.31541.74
α0.12738.33
β0.819741.51
γ1-0.5118-1.38
γ20.54810.98
γ30.01250.04
γ4-0.1343-0.76
γ50.19501.61
γ6-0.1874-1.73
γ70.15011.27
γ8-0.1648-1.38
γ90.22641.87
γ10-0.2343-1.36
Estimation Period:
Apr 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts