PT Pertamina Geothermal Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.30% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3004 | 4.09 | |
| 0.1648 | 2.14 | |
| 0.1198 | 0.67 | |
| 16.9290 | 1.25 | |
| -14.2567 | -0.67 | |
| -26.5845 | -2.02 | |
| 52.6543 | 5.42 | |
| -54.6473 | -5.21 | |
| 53.1028 | 3.88 | |
| -40.8662 | -2.53 | |
| 13.9289 | 0.90 | |
| -2.6539 | -0.22 | |
| 4.9849 | 0.52 |
Estimation Period:
Feb 24, 2023 to Feb 6, 2026
Feb 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PT Pertamina Geothermal Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities