Dian Swastatika Sentosa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.39% (-5.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2152 | 12.55 | |
| 0.5585 | 13.31 | |
| -0.0383 | -1.71 | |
| 0.0462 | 0.45 | |
| 0.0177 | 0.95 | |
| 0.9781 | 43.42 |
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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