Nusantara Pelabuhan Handal Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:130.78% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4942 | 1.91 | |
| 0.2821 | 3.64 | |
| 0.5667 | 7.17 | |
| 3.8590 | 1.36 | |
| -2.3881 | -0.63 | |
| -4.4460 | -2.31 | |
| 3.3295 | 1.63 | |
| 0.8621 | 0.49 | |
| -3.4749 | -2.16 | |
| 5.5151 | 2.56 | |
| -7.0800 | -2.40 | |
| 11.4197 | 3.11 |
Estimation Period:
Mar 16, 2017 to Feb 13, 2026
Mar 16, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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