PT Lupromax Pelumas EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.97% (-8.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4839 | 14.06 | |
| 0.2962 | 16.39 | |
| 0.8492 | 80.80 | |
| 0.0668 | 4.84 |
Estimation Period:
Aug 9, 2023 to Feb 6, 2026
Aug 9, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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