Pt Citra Borneo Utama Tbk AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:63.53% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.6783 | 19.94 | |
| 0.1350 | 10.65 | |
| 0.2470 | 14.01 | |
| -1.6183 | -2.93 |
Estimation Period:
Nov 8, 2022 to Feb 6, 2026
Nov 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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