PT Mastersystem Infotama TBK Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.21% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3210 | 2.16 | |
| 0.3340 | 2.38 | |
| 0.3390 | 1.72 | |
| 52.7459 | 1.82 | |
| -80.0066 | -1.84 | |
| 28.8850 | 1.13 | |
| 10.9526 | 0.58 | |
| -26.8583 | -1.48 | |
| 23.7753 | 1.28 | |
| -18.3793 | -0.96 | |
| 29.6512 | 1.37 |
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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