V-Lab
Trust Finance Indonesia Tbk PT Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
95.09%
decreased by 14.32%
1 Week
92.57%
decreased by 16.84%
1 Month
85.88%
decreased by 23.53%
Analysis last updated: Tuesday, August 25, 2026 at 08:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 22, 2003 to Aug 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 9 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.1112 | 3.81*** |
α ARCH Response to squared shocks | 0.2288 | 3.48*** |
β GARCH Volatility persistence | 0.6967 | 12.33*** |
Spline Coefficients
K=5
| γ1 | 1.7040 | 7.91*** |
| γ2 | -2.5854 | -6.85*** |
| γ3 | 1.1740 | 3.65*** |
| γ4 | -0.3751 | -1.31 |
| γ5 | 0.1197 | 0.58 |
Persistence:
0.926
Half-life:
9 days
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