Sumber Alfaria Trijaya MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:36.09% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1700 | 20.59 | |
| 0.5013 | 21.53 | |
| 0.0561 | 3.16 | |
| 0.8405 | 0.44 | |
| 0.4069 | 0.51 | |
| 0.4887 | 0.46 |
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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