Vale Indonesia Tbk EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:67.86% (-5.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1663 | 18.46 | |
| 0.2274 | 25.90 | |
| 0.9366 | 262.27 | |
| 0.0157 | 1.85 |
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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