Pt Asuransi Maximus Graha Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:90.62% (-16.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3416 | 1.56 | |
| 0.3381 | 8.36 | |
| 0.6548 | 16.33 | |
| 0.0956 | 0.09 | |
| 0.2336 | 0.13 | |
| -1.1976 | -0.93 | |
| 2.1702 | 2.05 | |
| -3.0839 | -3.04 | |
| 4.1369 | 4.45 | |
| -4.6063 | -4.86 | |
| 3.9800 | 4.40 | |
| -2.7680 | -2.63 | |
| 1.2410 | 1.21 |
Estimation Period:
Jan 16, 2014 to Feb 13, 2026
Jan 16, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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