Metropolitan Kentjana Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.93% (-3.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4914 | 1.69 | |
| 0.3952 | 5.44 | |
| 0.5961 | 8.20 | |
| -7.9108 | -5.23 | |
| 13.1478 | 5.52 | |
| -6.1127 | -2.58 | |
| -2.9512 | -1.08 | |
| 7.3784 | 2.49 | |
| -4.9344 | -1.69 | |
| 3.4682 | 1.61 | |
| -6.9085 | -2.18 |
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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