PT M Cash Integras EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.00% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2037 | 16.49 | |
| 0.3827 | 29.33 | |
| 0.9315 | 216.39 | |
| -0.0645 | -5.26 |
Estimation Period:
Nov 1, 2017 to Feb 6, 2026
Nov 1, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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