Metropolitan Kentjana MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.86% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2546 | 10.42 | |
| 0.4123 | 13.77 | |
| 0.1451 | 2.79 | |
| 0.1068 | 1.15 | |
| 0.1893 | 1.76 | |
| 0.8107 | 6.02 |
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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