Pt Hensel Davest Indonesia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:329.26% (-3.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5742 | 0.19 | |
| 0.2833 | 0.22 | |
| 0.7066 | 1.80 | |
| 85.4405 | 0.54 | |
| -80.2909 | -0.41 | |
| -56.4691 | -0.51 | |
| 67.7240 | 0.41 | |
| 71.2742 | 0.32 | |
| -453.7476 | -2.82 | |
| 1,070.0810 | 12.57 | |
| -1,293.2320 | -11.71 | |
| 820.9435 | 28.41 | |
| -281.6426 | -20.77 |
Estimation Period:
Jul 12, 2019 to Feb 6, 2026
Jul 12, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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