Indocement Tunggal Prakarsa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.48% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5064 | 4.72 | |
| 0.1436 | 6.62 | |
| 0.7655 | 20.50 | |
| 0.1410 | 3.17 | |
| -0.2127 | -3.52 | |
| 0.0883 | 2.32 | |
| -0.0298 | -0.92 | |
| 0.0306 | 1.09 | |
| 0.0015 | 0.05 | |
| -0.0742 | -2.42 | |
| 0.1546 | 2.92 |
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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