V-Lab
Dana Brata Luhur Tbk PT Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, October 1st, 2026
1 Day
170.71%
1 Week
178.48%
1 Month
206.64%
Analysis last updated: Thursday, October 1, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 18, 2019 to Sep 25, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 99021 trading days (~392.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Zero Slope Spline-GARCH Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.1352 | 0.00 |
| αARCH | 0.2777 | 0.00 |
| βGARCH | 0.7223 | 0.00 |
| γ1 | -9.2120 | 0.00 |
| γ2 | 4.7159 | 0.00 |
| γ3 | 7.0186 | 0.00 |
| γ4 | -2.8979 | 0.00 |
| γ5 | -0.7843 | 0.00 |
| γ6 | 5.9519 | 0.07 |
| γ7 | -8.2943 | -0.06 |
| γ8 | 3.6382 | 0.02 |
1.000
Persistence99021d
Half-lifeZero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1352 | 0.00 |
α ARCH Response to squared shocks | 0.2777 | 0.00 |
β GARCH Volatility persistence | 0.7223 | 0.00 |
| γ1 | -9.2120 | 0.00 |
| γ2 | 4.7159 | 0.00 |
| γ3 | 7.0186 | 0.00 |
| γ4 | -2.8979 | 0.00 |
| γ5 | -0.7843 | 0.00 |
| γ6 | 5.9519 | 0.07 |
| γ7 | -8.2943 | -0.06 |
| γ8 | 3.6382 | 0.02 |
Persistence:
1.000
Half-life:
99021 days
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