Pt Dwi Guna Laksan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.18% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9539 | 3.65 | |
| 0.3813 | 4.82 | |
| 0.1838 | 2.25 | |
| -2.0231 | -0.94 | |
| 4.2964 | 1.32 | |
| -4.4747 | -2.19 | |
| 3.3554 | 1.93 | |
| -2.0619 | -1.14 | |
| 3.0481 | 1.24 | |
| -5.5898 | -2.31 | |
| 6.9008 | 3.77 | |
| -4.8919 | -2.45 | |
| 1.4352 | 0.92 |
Estimation Period:
Dec 13, 2017 to Feb 6, 2026
Dec 13, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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