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Saratoga Investama Sedaya Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:55.13% (-2.00%)
Analysis last updated: Sunday, February 15, 2026 at 03:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saratoga Investama Sedaya S0GARCH
paramt-stat
ω0.78883.52
α0.13905.12
β0.792019.38
γ1-0.0888-0.12
γ20.01600.01
γ3-0.6831-0.77
γ42.41442.60
γ5-3.6865-4.78
γ64.40455.93
γ7-4.4660-5.10
γ83.18593.01
γ9-1.3248-1.62
γ100.15600.39
Estimation Period:
Jun 26, 2013 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts