Pt Menthobi Karyatama Raya Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.34% (+16.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5956 | 2.16 | |
| 0.4923 | 2.86 | |
| 0.2563 | 2.26 | |
| -22.3323 | -1.22 | |
| 15.7181 | 0.64 | |
| 24.4411 | 2.19 | |
| -51.1134 | -3.55 | |
| 70.6854 | 5.03 | |
| -60.2493 | -5.35 | |
| 37.8068 | 2.80 | |
| -17.2497 | -1.02 | |
| 0.2330 | 0.01 | |
| 1.8477 | 0.10 |
Estimation Period:
Nov 8, 2022 to Feb 6, 2026
Nov 8, 2022 to Feb 6, 2026
News Impact Curve
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