Eratex Djaja EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:111.84% (-5.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4835 | 16.33 | |
| 0.2614 | 29.75 | |
| 0.8797 | 107.97 | |
| 0.0061 | 0.65 |
Estimation Period:
Aug 22, 1990 to Feb 13, 2026
Aug 22, 1990 to Feb 13, 2026
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