Pt Segar Kumala Indonesia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.89% (+7.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8926 | 2.02 | |
| 0.3742 | 4.82 | |
| 0.5158 | 6.92 | |
| -1.1304 | -0.12 | |
| 4.1169 | 0.31 | |
| -4.9723 | -0.41 | |
| 16.8749 | 1.36 | |
| -39.0413 | -3.58 | |
| 40.7423 | 4.12 | |
| -20.4013 | -1.86 | |
| 3.0389 | 0.23 | |
| 1.3375 | 0.16 |
Estimation Period:
Aug 9, 2022 to Feb 6, 2026
Aug 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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