Pelangi Indah Cani Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:108.29% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9935 | 2.31 | |
| 0.1179 | 6.39 | |
| 0.8787 | 46.88 | |
| -1.4832 | -4.43 | |
| 2.9780 | 5.38 | |
| -2.3232 | -4.23 | |
| 0.9838 | 2.01 | |
| -0.1757 | -0.50 | |
| 0.0883 | 0.36 | |
| -0.1213 | -0.55 | |
| 0.1385 | 0.48 |
Estimation Period:
Dec 5, 1996 to Feb 13, 2026
Dec 5, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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