Pt Segar Kumala Indonesia Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.18% (+8.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6497 | 2.16 | |
| 0.3872 | 4.64 | |
| 0.5406 | 6.79 | |
| 1.2255 | 0.17 | |
| -1.8449 | -0.19 | |
| 9.5280 | 1.72 | |
| -21.3907 | -3.23 | |
| 20.7346 | 2.78 | |
| -8.9237 | -1.22 | |
| -7.5438 | -0.46 |
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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