Modernland Realty Tbk EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.66% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1911 | 9.28 | |
| 0.2115 | 18.46 | |
| 0.9487 | 137.01 | |
| -0.0422 | -4.39 |
Estimation Period:
May 25, 1993 to Feb 6, 2026
May 25, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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