PT Pertamina Geothermal GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:52.51% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2749 | 5.03 | |
| 0.0658 | 8.23 | |
| 0.9042 | 82.16 |
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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