Skip to main content
V-Lab

Pt Urban Jakarta P Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:161.60% (-2.74%)
Analysis last updated: Tuesday, February 10, 2026 at 11:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pt Urban Jakarta P SGARCH
paramt-stat
ω1.06413.08
α0.24703.22
β0.44963.47
γ14.01871.07
γ2-6.5219-0.97
γ37.64201.59
γ4-10.2981-3.39
γ56.26972.41
γ60.19050.08
γ7-2.1123-0.73
γ81.17590.55
γ9-2.7970-1.13
γ1011.00373.02
Estimation Period:
Dec 10, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts