Indomobil Multi Jasa (Pt) MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:61.83% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1483 | 2.76 | |
| 0.2526 | 2.42 | |
| -0.0472 | -1.16 | |
| 5.3926 | 0.17 | |
| 0.2282 | 0.16 | |
| 0.3714 | 0.10 |
Estimation Period:
Dec 10, 2013 to Feb 13, 2026
Dec 10, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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