Dian Swastatika Sentosa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:98.37% (-6.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2088 | 11.27 | |
| 0.1226 | 36.92 | |
| 0.8780 | 317.66 | |
| -0.2810 | -1.47 |
Estimation Period:
Dec 14, 2009 to Feb 6, 2026
Dec 14, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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