Pelayaran Nelly Dwi Putri Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:109.15% (-6.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7836 | 0.00 | |
| 0.1286 | 0.00 | |
| 0.8714 | 0.00 | |
| -2.8947 | -0.00 | |
| 3.5189 | 0.00 | |
| -1.3588 | -0.00 | |
| 1.3120 | 0.01 | |
| -1.0699 | -0.00 | |
| 1.1141 | 0.00 | |
| -1.7782 | -0.00 | |
| 3.5807 | 0.00 |
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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