Fortune Mate Indonesia (Pt) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.40% (-6.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7559 | 2.22 | |
| 0.2842 | 6.63 | |
| 0.6237 | 14.44 | |
| 0.4048 | 0.92 | |
| -1.3327 | -2.12 | |
| 1.4888 | 3.24 | |
| -0.0315 | -0.08 | |
| -1.5035 | -4.00 | |
| 1.9467 | 4.59 | |
| -1.6962 | -3.60 | |
| 0.9070 | 1.66 | |
| -0.0475 | -0.09 | |
| -0.4073 | -0.54 |
Estimation Period:
Jun 21, 2001 to Feb 6, 2026
Jun 21, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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