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Suparma Tbk (Pt) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.01% (+1.31%)
Analysis last updated: Saturday, February 14, 2026 at 01:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Suparma Tbk (Pt) S0GARCH
paramt-stat
ω0.44503.94
α0.16226.70
β0.741318.72
γ1-0.1995-2.35
γ20.03990.36
γ30.37964.87
γ4-0.3662-4.31
γ50.15341.67
γ60.09490.84
γ7-0.2120-1.81
γ80.22352.19
γ9-0.2418-1.98
γ100.19641.79
Estimation Period:
May 15, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts