PT Pertamina Geothermal EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.75% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1034 | 5.33 | |
| 0.1536 | 9.57 | |
| 0.9596 | 113.73 | |
| 0.0170 | 0.97 |
Estimation Period:
Feb 24, 2023 to Feb 6, 2026
Feb 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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