Skip to main content
V-Lab

Chandra Asri Pacific Tbk PT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.36% (-16.66%)
Analysis last updated: Sunday, February 8, 2026 at 04:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chandra Asri Pacific Tbk PT S0GARCH
paramt-stat
ω1.38803.24
α0.28356.09
β0.40655.56
γ10.07030.27
γ20.00470.01
γ3-0.4514-2.05
γ40.92064.55
γ5-0.8954-4.57
γ60.46112.41
γ7-0.0574-0.35
γ8-0.0575-0.26
γ9-0.0447-0.21
Estimation Period:
May 30, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts