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V-Lab

Dhipaya Group Holdings Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.20% (+0.31%)
Analysis last updated: Sunday, February 8, 2026 at 03:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dhipaya Group Holdings SGARCH
paramt-stat
ω1.77755.22
α0.10475.76
β0.829523.54
γ1-0.1273-1.33
γ20.21911.36
γ3-0.1754-1.19
γ40.29392.01
γ5-0.4546-3.59
γ60.34413.27
γ7-0.0293-0.25
γ8-0.1420-0.91
γ90.05520.30
Estimation Period:
Oct 30, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts