PT Pertamina Geothermal AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:50.60% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3793 | 9.70 | |
| 0.0804 | 12.31 | |
| 0.8734 | 128.75 | |
| -0.6053 | -2.08 |
Estimation Period:
Feb 24, 2023 to Feb 13, 2026
Feb 24, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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