Pt Provident Investasi Bersa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.34% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.2077 | 14.24 | |
| 0.5365 | 13.66 | |
| -0.0340 | -1.52 | |
| 1.6924 | 0.55 | |
| 0.1259 | 0.46 | |
| 0.7395 | 1.43 |
Estimation Period:
Oct 8, 2012 to Feb 6, 2026
Oct 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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