PT DFI Retail Nusantara TBK Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.00% (-11.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2676 | 4.96 | |
| 0.2586 | 8.47 | |
| 0.5314 | 12.75 | |
| 0.5794 | 4.38 | |
| -0.5268 | -2.83 | |
| -0.3432 | -2.73 | |
| 0.6415 | 4.24 | |
| -0.7974 | -5.00 | |
| 0.8133 | 5.78 | |
| -0.4668 | -3.32 | |
| -0.0838 | -0.60 | |
| 0.4566 | 3.42 | |
| -0.3946 | -2.02 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PT DFI Retail Nusantara TBK Analyses
Other Spline-GARCH Analyses on International Equities