Vale Indonesia Tbk AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.16% (-5.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7171 | 18.10 | |
| 0.1454 | 26.36 | |
| 0.7927 | 128.95 | |
| -0.3276 | -4.12 |
Estimation Period:
Jul 2, 1990 to Feb 6, 2026
Jul 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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