Sumber Alfaria Trijaya EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:46.26% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 7.22 | |
| 0.0683 | 16.75 | |
| 0.9936 | 766.04 | |
| 0.0220 | 3.51 |
Estimation Period:
Jan 16, 2009 to Feb 13, 2026
Jan 16, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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