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V-Lab

Pakuwon Jati Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.83% (+0.41%)
Analysis last updated: Saturday, February 14, 2026 at 01:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakuwon Jati SGARCH
paramt-stat
ω1.54083.22
α0.08236.26
β0.889153.51
γ10.14191.18
γ2-0.0339-0.17
γ3-0.3949-2.68
γ40.57643.59
γ5-0.4873-2.00
γ60.29141.13
γ7-0.0923-0.52
γ8-0.0816-0.66
γ90.30361.78
Estimation Period:
Feb 16, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts