Pt Provident Investasi Bersa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.58% (-4.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4839 | 5.39 | |
| 0.1511 | 4.78 | |
| 0.7638 | 18.21 | |
| -0.0404 | -2.36 | |
| 0.0363 | 1.09 |
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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