PT Nusantara Sawit Sejahtera MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:125.40% (-5.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1736 | 25.17 | |
| 0.8920 | 219.21 | |
| -0.1719 | -27.10 | |
| 0.6300 | 6.42 | |
| 0.1497 | 10.43 | |
| 0.7542 | 23.56 |
Estimation Period:
Mar 10, 2023 to Feb 6, 2026
Mar 10, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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