Sumber Alfaria Trijaya Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:40.61% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4957 | 3.47 | |
| 0.2061 | 6.16 | |
| 0.5653 | 10.22 | |
| -0.6836 | -1.90 | |
| 1.0755 | 1.80 | |
| -0.6525 | -1.17 | |
| 0.5280 | 1.10 | |
| -0.2575 | -0.82 | |
| -0.3045 | -1.04 | |
| 0.7476 | 3.02 | |
| -0.9519 | -4.43 | |
| 0.8819 | 4.30 | |
| -0.5178 | -3.37 |
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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