Vale Indonesia Tbk GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:63.40% (-5.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6382 | 16.14 | |
| 0.1315 | 24.04 | |
| 0.8141 | 128.09 |
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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