Pt Erajaya Swasembada Tbk Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.02% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5894 | 4.91 | |
| 0.0691 | 3.94 | |
| 0.8756 | 25.94 | |
| -0.2203 | -1.56 | |
| 0.2510 | 1.17 | |
| 0.0413 | 0.31 | |
| -0.3022 | -2.74 | |
| 0.5115 | 4.17 | |
| -0.5865 | -3.32 |
Estimation Period:
Dec 14, 2011 to Feb 6, 2026
Dec 14, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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