Eratex Djaja Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:162.24% (-5.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9625 | 3.91 | |
| 0.1505 | 6.67 | |
| 0.7918 | 25.16 | |
| -0.0215 | -0.12 | |
| 0.1338 | 0.50 | |
| -0.2421 | -1.43 | |
| 0.2077 | 0.83 | |
| -0.1108 | -0.38 | |
| -0.0126 | -0.06 | |
| 0.1598 | 0.83 | |
| -0.3315 | -1.52 | |
| 0.4630 | 2.59 | |
| -0.3419 | -3.11 |
Estimation Period:
Aug 22, 1990 to Feb 6, 2026
Aug 22, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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