Pt Dwi Guna Laksan Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.44% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9381 | 3.63 | |
| 0.3804 | 4.84 | |
| 0.1840 | 2.25 | |
| -2.1378 | -1.00 | |
| 4.4860 | 1.38 | |
| -4.6150 | -2.26 | |
| 3.4734 | 2.00 | |
| -2.1492 | -1.19 | |
| 3.0862 | 1.26 | |
| -5.5445 | -2.28 | |
| 6.7024 | 3.51 | |
| -4.3786 | -1.84 | |
| 0.1360 | 0.04 |
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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