PT Mastersystem Infotama TBK Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.48% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0945 | 1.63 | |
| 0.4449 | 2.42 | |
| 0.3244 | 1.88 | |
| 19.1596 | 1.49 | |
| -37.4384 | -2.15 | |
| 31.6111 | 3.00 | |
| -21.5167 | -2.05 | |
| 12.2000 | 1.18 | |
| -4.9636 | -0.64 |
Estimation Period:
Nov 8, 2023 to Jan 30, 2026
Nov 8, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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