Indonesia Prima Prop (Pt) MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:84.39% (-4.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1550 | 6.46 | |
| 0.8549 | 93.26 | |
| -0.0213 | -0.41 | |
| 4.1416 | 0.91 | |
| 0.0216 | 0.59 | |
| 0.9718 | 23.95 |
Estimation Period:
Jul 31, 1992 to Feb 6, 2026
Jul 31, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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