PT Pertamina Geothermal Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:81.35% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3030 | 4.21 | |
| 0.1484 | 1.94 | |
| 0.1181 | 0.59 | |
| 16.6557 | 1.25 | |
| -13.3684 | -0.64 | |
| -28.0865 | -2.16 | |
| 54.5870 | 5.65 | |
| -56.7232 | -5.45 | |
| 55.3776 | 4.13 | |
| -44.7442 | -2.86 | |
| 22.7698 | 1.51 | |
| -23.2257 | -2.06 | |
| 56.1243 | 3.71 |
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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