Metropolitan Kentjana Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.96% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5306 | 1.87 | |
| 0.3679 | 5.45 | |
| 0.6246 | 9.27 | |
| -7.9031 | -5.09 | |
| 13.1342 | 5.42 | |
| -6.1358 | -2.54 | |
| -2.8309 | -1.01 | |
| 6.8588 | 2.26 | |
| -3.4774 | -1.15 | |
| 0.6483 | 0.30 | |
| -0.6970 | -0.69 |
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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