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V-Lab

Pertama Digital BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:349.32% (-32.76%)
Analysis last updated: Saturday, November 15, 2025 at 12:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pertama Digital BHD S0GARCH
paramt-stat
ω1.26103.71
α0.18678.16
β0.735318.22
γ10.22672.20
γ2-0.3960-2.48
γ30.32132.33
γ4-0.2059-1.16
γ50.01420.07
γ60.07690.49
γ7-0.0197-0.18
γ8-0.1551-1.34
γ90.32702.30
γ10-0.2698-2.01
Estimation Period:
Oct 27, 1993 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts