Multifiling Mitra Indonesia AGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:44.89% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4976 | 15.26 | |
| 0.1678 | 35.23 | |
| 0.7909 | 214.79 | |
| -1.0205 | -3.75 |
Estimation Period:
Dec 29, 2010 to Jun 20, 2025
Dec 29, 2010 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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