Eratex Djaja AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:147.24% (-16.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8093 | 21.50 | |
| 0.1528 | 31.49 | |
| 0.7787 | 133.73 | |
| 0.1086 | 0.48 |
Estimation Period:
Aug 22, 1990 to Feb 6, 2026
Aug 22, 1990 to Feb 6, 2026
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