ESSA Industries Indonesia TB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.07% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6630 | 4.98 | |
| 0.0892 | 3.31 | |
| 0.6271 | 5.99 | |
| 1.5448 | 4.26 | |
| -2.0502 | -3.21 | |
| 0.6081 | 0.89 | |
| 0.1776 | 0.29 | |
| -0.9906 | -2.16 | |
| 1.5311 | 4.05 | |
| -1.3191 | -3.23 | |
| 0.5078 | 1.18 | |
| -0.0060 | -0.02 | |
| 0.3919 | 0.86 |
Estimation Period:
Feb 1, 2012 to Feb 6, 2026
Feb 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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