PT DFI Retail Nusantara TBK MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:61.79% (-9.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.2225 | 22.56 | |
| 0.5616 | 40.86 | |
| 0.0224 | 1.61 | |
| 0.9007 | 1.81 | |
| 0.5279 | 3.52 | |
| 0.4346 | 2.32 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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