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V-Lab

Vndirect Securitie Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.30% (-1.24%)
Analysis last updated: Thursday, February 12, 2026 at 12:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vndirect Securitie SGARCH
paramt-stat
ω1.67542.32
α0.13746.87
β0.734620.65
γ10.00830.03
γ20.11370.27
γ3-0.2824-1.18
γ40.53132.31
γ5-0.9864-4.19
γ61.46215.60
γ7-1.5227-5.41
γ80.76223.31
γ90.41861.62
Estimation Period:
Mar 30, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts