Pt Cisarua Mountain Dairy MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.73% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2002 | 8.84 | |
| 0.3318 | 4.84 | |
| -0.1199 | -5.29 | |
| 0.0030 | 0.02 | |
| 0.0047 | 0.27 | |
| 0.9953 | 18.66 |
Estimation Period:
Dec 6, 2021 to Feb 6, 2026
Dec 6, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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