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V-Lab

Pertama Digital BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:345.52% (-36.94%)
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 SGARCH
paramt-stat
ω1.02814.38
α0.20707.31
β0.651114.74
γ10.15242.15
γ2-0.2866-2.48
γ30.28532.80
γ4-0.2612-2.63
γ50.15961.59
γ6-0.0745-0.82
γ70.03120.43
γ8-0.1084-1.31
γ90.52732.72
Estimation Period:
Oct 27, 1993 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts