Pt Indo Tambangraya Megah Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.80% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2198 | 6.70 | |
| 0.0670 | 4.78 | |
| 0.8578 | 27.86 | |
| 0.1068 | 4.79 | |
| -0.1214 | -3.74 | |
| 0.0132 | 0.54 | |
| -0.0856 | -2.41 |
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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