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V-Lab

Pakuwon Jati Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.08% (-1.15%)
Analysis last updated: Thursday, February 12, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakuwon Jati S0GARCH
paramt-stat
ω1.53263.18
α0.08166.29
β0.891655.96
γ10.13331.09
γ2-0.0235-0.12
γ3-0.3947-2.60
γ40.57383.49
γ5-0.4912-1.97
γ60.30921.17
γ7-0.1429-0.80
γ80.04520.39
γ9-0.0010-0.01
Estimation Period:
Feb 16, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts