Bursa Cimento MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.66% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2176 | 34.00 | |
| 0.7110 | 95.33 | |
| -0.0985 | -9.67 | |
| 0.0203 | 4.33 | |
| 0.0379 | 5.21 | |
| 0.9583 | 126.56 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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