Metropolitan Kentjana AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.63% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3218 | 9.09 | |
| 0.2349 | 16.44 | |
| 0.7602 | 68.37 | |
| 0.0019 | 0.01 |
Estimation Period:
Jul 10, 2009 to Feb 6, 2026
Jul 10, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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