Vale Indonesia Tbk Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.11% (-5.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6027 | 5.54 | |
| 0.1275 | 7.03 | |
| 0.8034 | 29.47 | |
| 0.1941 | 2.95 | |
| -0.2683 | -2.31 | |
| 0.1044 | 1.04 | |
| -0.0910 | -1.05 | |
| 0.1336 | 2.19 | |
| -0.1199 | -3.36 | |
| 0.0688 | 2.31 | |
| -0.0259 | -1.04 |
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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