Pt Tera Data Indon MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:38.68% (-3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2711 | 14.30 | |
| 0.7319 | 31.19 | |
| -0.0664 | -3.33 | |
| 10.0000 | 0.64 | |
| 0.2424 | 0.49 | |
| 0.1823 | 0.13 |
Estimation Period:
Jul 20, 2022 to Feb 13, 2026
Jul 20, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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