PT DFI Retail Nusantara TBK Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.77% (+5.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2156 | 4.87 | |
| 0.2583 | 8.44 | |
| 0.5303 | 12.66 | |
| 0.5650 | 4.26 | |
| -0.5113 | -2.75 | |
| -0.3391 | -2.70 | |
| 0.6280 | 4.17 | |
| -0.7813 | -4.92 | |
| 0.7994 | 5.69 | |
| -0.4586 | -3.28 | |
| -0.0843 | -0.61 | |
| 0.4479 | 3.77 | |
| -0.3678 | -4.54 |
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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