Matahari Dept Store Tbk Pt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.68% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6045 | 2.28 | |
| 0.1006 | 5.47 | |
| 0.8673 | 30.86 | |
| -0.4691 | -1.96 | |
| 0.8795 | 2.14 | |
| -0.6440 | -1.05 | |
| 0.4263 | 0.65 | |
| -0.2775 | -0.58 | |
| 0.0817 | 0.27 | |
| -0.0867 | -0.48 | |
| 0.1797 | 1.74 |
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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