Dian Swastatika Sentosa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:93.90% (-3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1982 | 14.47 | |
| 0.2260 | 19.63 | |
| 0.9463 | 207.79 | |
| 0.0207 | 2.02 |
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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