Indocement Tunggal Prakarsa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.65% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1512 | 15.65 | |
| 0.2480 | 21.50 | |
| 0.9381 | 227.47 | |
| -0.0472 | -4.88 |
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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