Indocement Tunggal Prakarsa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.08% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2971 | 4.20 | |
| 0.1412 | 6.83 | |
| 0.7814 | 23.05 | |
| 0.0803 | 1.94 | |
| -0.1319 | -2.35 | |
| 0.0635 | 2.17 | |
| -0.0170 | -0.70 | |
| 0.0312 | 1.33 | |
| -0.0547 | -2.30 | |
| 0.0410 | 2.21 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Indocement Tunggal Prakarsa Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities