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V-Lab

Trust Finance Indonesia Tbk PT GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

152.06%

decreased by 15.02%

1 Week

153.14%

decreased by 13.94%

1 Month

157.35%

decreased by 9.73%

Analysis last updated: Tuesday, July 14, 2026 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trust Finance Indonesia Tbk PT GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 22, 2003 to Jul 10, 2026

Model Insight

With persistence 0.999, volatility shocks have a half-life of 866 trading days (~3.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7265
8.03***
α

ARCH

Response to squared shocks

0.1789
20.77***
β

GARCH

Volatility persistence

0.8203
106.62***

Persistence:

0.999

Half-life:

866 days