PT M Cash Integras Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.83% (-3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2456 | 3.10 | |
| 0.2813 | 6.11 | |
| 0.6066 | 11.21 | |
| -0.2043 | -0.21 | |
| 2.2811 | 1.58 | |
| -3.6170 | -3.00 | |
| 1.3620 | 1.05 | |
| 0.1302 | 0.12 | |
| 1.6559 | 1.97 | |
| -3.3137 | -3.73 | |
| 2.2283 | 2.63 |
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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