PT Citra Buana Prasida TBK Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:78.47% (-10.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.7386 | 0.04 | |
| 0.9209 | 0.24 | |
| 0.0791 | 0.02 | |
| -18.1925 | -0.91 | |
| 29.3073 | 1.18 | |
| -16.7802 | -1.64 | |
| 8.0686 | 0.91 | |
| -11.4498 | -1.25 | |
| 25.6655 | 1.09 | |
| -31.1855 | -0.70 |
Estimation Period:
Jan 6, 2023 to Feb 6, 2026
Jan 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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