Pelangi Indah Cani Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:109.53% (+4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9378 | 2.15 | |
| 0.1149 | 6.31 | |
| 0.8806 | 47.32 | |
| -1.3737 | -4.46 | |
| 2.7693 | 5.10 | |
| -2.1638 | -3.78 | |
| 0.8988 | 1.78 | |
| -0.1327 | -0.38 | |
| 0.0481 | 0.20 | |
| -0.0584 | -0.29 | |
| -0.0142 | -0.09 |
Estimation Period:
Dec 5, 1996 to Feb 6, 2026
Dec 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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