Pelayaran Nelly Dwi Putri Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:83.75% (-5.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6479 | 0.86 | |
| 0.1018 | 4.04 | |
| 0.8765 | 32.90 | |
| 1.5468 | 0.85 | |
| -3.1262 | -1.38 | |
| 3.1567 | 3.48 | |
| -3.6319 | -3.53 | |
| 4.0224 | 2.58 | |
| -3.4290 | -2.01 | |
| 2.6302 | 1.94 | |
| -2.3202 | -2.45 | |
| 1.9568 | 1.93 | |
| -1.0096 | -0.88 |
Estimation Period:
Oct 11, 2012 to Jan 30, 2026
Oct 11, 2012 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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