PT Grahaprima Suksesmandiri Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:91.79% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4075 | 3.54 | |
| 0.3413 | 2.29 | |
| 0.2638 | 2.36 | |
| 44.5321 | 2.53 | |
| -72.3974 | -2.26 | |
| 62.7194 | 2.35 | |
| -74.1817 | -2.95 | |
| 60.2218 | 1.94 | |
| -25.2597 | -0.98 | |
| 16.1816 | 0.83 | |
| -18.0016 | -0.54 | |
| 2.9566 | 0.08 | |
| 4.0303 | 0.12 |
Estimation Period:
Mar 29, 2023 to Feb 6, 2026
Mar 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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