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Chandra Asri Pacific Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.75% (-18.50%)
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 SGARCH
paramt-stat
ω1.35253.25
α0.27355.95
β0.40285.31
γ10.05820.23
γ20.02640.07
γ3-0.4739-2.18
γ40.94924.72
γ5-0.9320-4.77
γ60.51782.74
γ7-0.1615-0.89
γ80.15670.47
γ9-0.6255-1.12
Estimation Period:
May 30, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts