PT Bangun Kosambi Sukses TBK MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.06% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0328 | 3.00 | |
| 0.0000 | 0.13 | |
| -0.0328 | -2.99 | |
| 0.0000 | 0.02 | |
| 0.0004 | 3.38 | |
| 0.8711 | 124.77 |
Estimation Period:
Jan 13, 2025 to Feb 6, 2026
Jan 13, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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