Vale Indonesia Tbk MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.68% (-5.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1867 | 23.12 | |
| 0.5333 | 27.36 | |
| -0.0337 | -3.03 | |
| 2.0759 | 0.41 | |
| 0.8144 | 0.41 | |
| 0.0000 | 0.00 |
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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