Pt Indo Tambangraya Megah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.79% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0484 | 7.85 | |
| 0.0639 | 4.76 | |
| 0.8633 | 28.82 | |
| 0.0572 | 0.67 | |
| 0.0496 | 0.34 | |
| -0.1381 | -1.27 | |
| 0.0022 | 0.03 | |
| 0.0895 | 1.00 | |
| -0.2270 | -2.46 | |
| 0.2906 | 4.61 |
Estimation Period:
Dec 25, 2007 to Feb 6, 2026
Dec 25, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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