Pt Charnic Capital AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.17% (-28.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7568 | 21.89 | |
| 0.3627 | 23.28 | |
| 0.3260 | 19.61 | |
| 0.8227 | 4.69 |
Estimation Period:
May 3, 2018 to Feb 6, 2026
May 3, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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