Sumber Alfaria Trijaya Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:40.82% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4985 | 3.50 | |
| 0.2066 | 6.16 | |
| 0.5652 | 10.23 | |
| -0.6961 | -1.95 | |
| 1.0999 | 1.85 | |
| -0.6758 | -1.22 | |
| 0.5498 | 1.15 | |
| -0.2739 | -0.88 | |
| -0.2977 | -1.01 | |
| 0.7488 | 3.01 | |
| -0.9553 | -4.23 | |
| 0.8810 | 3.43 | |
| -0.5043 | -1.39 |
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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