Pt Charnic Capital EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.55% (-11.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0309 | 16.25 | |
| 0.4485 | 27.37 | |
| 0.6666 | 31.02 | |
| -0.0632 | -4.29 |
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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