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Suparma Tbk (Pt) Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.61% (-2.67%)
Analysis last updated: Thursday, February 12, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Suparma Tbk (Pt) SGARCH
paramt-stat
ω0.42244.06
α0.16436.48
β0.719215.54
γ1-0.2146-2.62
γ20.05980.56
γ30.37194.88
γ4-0.3598-4.37
γ50.14331.62
γ60.11681.07
γ7-0.2582-2.29
γ80.31583.33
γ9-0.4377-4.21
γ100.68923.87
Estimation Period:
May 15, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts