Cita Mineral Investindo TBK Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.74% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8998 | 4.25 | |
| 0.2969 | 4.25 | |
| 0.4915 | 4.97 | |
| -9.9226 | -5.72 | |
| 15.9595 | 5.72 | |
| -9.1285 | -4.04 | |
| 4.9805 | 1.79 | |
| -3.6614 | -1.31 | |
| 2.7406 | 1.67 | |
| 0.7899 | 0.31 | |
| -5.1637 | -1.54 | |
| 5.8364 | 1.80 | |
| -3.4351 | -0.97 |
Estimation Period:
Sep 27, 2002 to Feb 6, 2026
Sep 27, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cita Mineral Investindo TBK Analyses
Other Spline-GARCH Analyses on International Equities