PT Lupromax Pelumas GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:82.81% (-16.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.7026 | 15.52 | |
| 0.2482 | 6.74 | |
| 0.8401 | 41.26 | |
| 200.0000 | 0.10 |
Estimation Period:
Aug 9, 2023 to Jan 30, 2026
Aug 9, 2023 to Jan 30, 2026
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