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V-Lab

Saratoga Investama Sedaya Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.01% (-5.44%)
Analysis last updated: Tuesday, February 10, 2026 at 11:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saratoga Investama Sedaya SGARCH
paramt-stat
ω0.79603.43
α0.14705.33
β0.785218.91
γ1-0.1268-0.17
γ20.07930.07
γ3-0.7391-0.82
γ42.48142.64
γ5-3.7622-4.86
γ64.47256.02
γ7-4.4672-4.98
γ83.00182.71
γ9-0.7407-0.79
γ10-1.6091-1.30
Estimation Period:
Jun 26, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts