Ciputra Development Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.50% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8927 | 4.06 | |
| 0.0850 | 7.01 | |
| 0.8807 | 47.11 | |
| -0.0172 | -2.41 | |
| 0.0228 | 2.23 | |
| -0.0062 | -0.80 |
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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