Pt Hensel Davest Indonesia Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.14% (-6.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.2056 | 0.99 | |
| 0.3720 | 1.74 | |
| 0.6279 | 2.94 | |
| 4.3951 | 0.11 | |
| -44.6058 | -0.22 | |
| 29.9401 | 0.07 | |
| 7.2249 | 0.02 | |
| 187.3509 | 0.74 | |
| -660.8967 | -4.44 | |
| 1,306.5610 | 27.43 | |
| -1,535.5090 | -26.34 | |
| 1,000.7250 | 47.64 | |
| -411.1116 | -6.73 |
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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