Matahari Dept Store Tbk Pt MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.99% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0492 | 6.86 | |
| 0.6407 | 18.50 | |
| 0.0371 | 2.10 | |
| 4.2009 | 0.40 | |
| 0.7279 | 0.74 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 19, 1990 to Feb 6, 2026
Feb 19, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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