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V-Lab

Victoria Investama (Pt) Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.10% (+2.20%)
Analysis last updated: Tuesday, February 10, 2026 at 11:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Victoria Investama (Pt) SGARCH
paramt-stat
ω0.79843.67
α0.29674.48
β0.32183.67
γ10.06470.12
γ2-0.1104-0.13
γ30.38720.57
γ4-1.5232-2.40
γ52.50863.62
γ6-1.7775-2.30
γ70.48140.61
γ8-0.6069-0.79
γ91.54162.39
γ10-2.0820-2.25
Estimation Period:
Jul 8, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts