Matahari Dept Store Tbk Pt Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.92% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2862 | 3.07 | |
| 0.0949 | 5.94 | |
| 0.8714 | 29.07 | |
| 0.0416 | 2.57 | |
| -0.0733 | -2.71 |
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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