Vale Indonesia Tbk Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:80.29% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6223 | 5.85 | |
| 0.1365 | 7.40 | |
| 0.7797 | 27.89 | |
| 0.1995 | 3.20 | |
| -0.2758 | -2.53 | |
| 0.1075 | 1.14 | |
| -0.0892 | -1.11 | |
| 0.1221 | 2.16 | |
| -0.0922 | -2.74 | |
| 0.0043 | 0.15 | |
| 0.1500 | 3.55 |
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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