Indocement Tunggal Prakarsa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:37.50% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0961 | 23.38 | |
| 0.8092 | 141.49 | |
| 0.0737 | 7.22 | |
| 0.0111 | 5.88 | |
| 0.0040 | 4.85 | |
| 0.9948 | 984.96 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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