PT Merdeka Battery Materials Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.89% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5263 | 2.22 | |
| 0.0552 | 1.32 | |
| 0.4867 | 1.25 | |
| 3.8483 | 0.62 | |
| -7.9478 | -0.99 | |
| 3.1639 | 0.85 | |
| 6.9134 | 1.71 | |
| -11.2839 | -2.55 | |
| 6.4831 | 1.91 |
Estimation Period:
Apr 18, 2023 to Feb 6, 2026
Apr 18, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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