Ciputra Development MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.92% (-6.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1438 | 12.32 | |
| 0.6098 | 35.05 | |
| 0.0363 | 2.86 | |
| 2.1014 | 3.19 | |
| 0.8654 | 22.74 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 31, 1994 to Jan 30, 2026
Mar 31, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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