Pt Menthobi Karyatama Raya Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.02% (+17.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5903 | 2.14 | |
| 0.4890 | 2.89 | |
| 0.2565 | 2.27 | |
| -22.4707 | -1.22 | |
| 16.0796 | 0.66 | |
| 23.8605 | 2.13 | |
| -50.3203 | -3.47 | |
| 69.8150 | 4.93 | |
| -59.4622 | -5.25 | |
| 37.2460 | 2.75 | |
| -17.0830 | -1.01 | |
| 0.9342 | 0.06 | |
| -0.9287 | -0.09 |
Estimation Period:
Nov 8, 2022 to Feb 6, 2026
Nov 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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