Multifiling Mitra Indonesia Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4028 | 3.31 | |
| 0.2315 | 14.96 | |
| 0.7661 | 54.14 | |
| -0.8882 | -0.67 | |
| 1.5781 | 0.94 | |
| -1.1930 | -1.68 | |
| 0.1639 | 0.19 | |
| 1.2990 | 1.37 | |
| -1.9462 | -2.30 | |
| 1.5707 | 1.65 | |
| -6.1896 | -3.45 | |
| 19.1037 | 4.48 | |
| -42.1776 | -7.85 |
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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