Pt Madusari Murn Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:75.60% (+7.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6890 | 3.65 | |
| 0.2260 | 4.01 | |
| 0.1408 | 1.25 | |
| 8.4522 | 2.99 | |
| -11.2899 | -2.43 | |
| 4.1156 | 1.45 | |
| -2.4539 | -1.63 | |
| 1.2353 | 1.00 | |
| 1.3194 | 0.79 | |
| -2.5989 | -1.24 | |
| -0.1700 | -0.10 | |
| 4.2013 | 3.06 | |
| -4.0660 | -2.99 |
Estimation Period:
Sep 6, 2018 to Jan 30, 2026
Sep 6, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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