Indocement Tunggal Prakarsa AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.09% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3618 | 17.26 | |
| 0.1310 | 34.13 | |
| 0.8291 | 189.59 | |
| 0.5139 | 6.24 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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