Pt Digital Mediatama Maxima Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.86% (-7.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5055 | 2.30 | |
| 0.2729 | 5.33 | |
| 0.3952 | 4.32 | |
| -7.6173 | -2.18 | |
| 10.8851 | 2.33 | |
| -6.7860 | -2.88 | |
| 6.8456 | 3.33 | |
| -4.3287 | -2.31 | |
| 2.0447 | 0.92 | |
| -4.3096 | -1.75 | |
| 7.4093 | 2.95 | |
| -8.7222 | -2.88 | |
| 8.5994 | 1.81 |
Estimation Period:
Oct 21, 2019 to Feb 6, 2026
Oct 21, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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