Multifiling Mitra Indonesia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:12.99% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0159 | 2.76 | |
| 0.1597 | 5.10 | |
| 0.7475 | 15.19 | |
| -0.3854 | -0.62 | |
| 0.9503 | 1.07 | |
| -0.9487 | -1.86 | |
| 0.0046 | 0.01 | |
| 1.2497 | 1.90 | |
| -1.6210 | -2.82 | |
| 0.9090 | 1.75 | |
| -0.0327 | -0.06 | |
| -0.4575 | -0.89 | |
| 0.6601 | 1.69 |
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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