PT M Cash Integras Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.01% (-3.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5895 | 5.22 | |
| 0.2758 | 6.23 | |
| 0.6187 | 11.62 | |
| 1.2373 | 6.91 | |
| -2.0932 | -7.58 | |
| 1.5884 | 7.26 | |
| -1.5424 | -4.40 |
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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