PT Merdeka Battery Materials Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:114.14% (+1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8634 | 3.43 | |
| 0.0662 | 1.52 | |
| 0.0000 | 0.00 | |
| 36.0594 | 4.10 | |
| -54.0106 | -4.32 | |
| 25.4864 | 2.82 | |
| -17.8978 | -2.09 | |
| 19.5484 | 2.50 | |
| -6.7627 | -0.79 | |
| -5.6236 | -0.51 | |
| -5.1329 | -0.49 | |
| 29.6502 | 2.51 |
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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