Eratex Djaja MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:157.54% (-3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1215 | 16.65 | |
| 0.7779 | 74.34 | |
| 0.0196 | 1.56 | |
| 10.0000 | 0.26 | |
| 0.5158 | 0.26 | |
| 0.2309 | 0.08 |
Estimation Period:
Aug 22, 1990 to Feb 6, 2026
Aug 22, 1990 to Feb 6, 2026
News Impact Curve
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