Pertama Digital BHD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:370.35% (-95.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1532 | 8.37 | |
| 0.4668 | 8.24 | |
| 0.0256 | 1.06 | |
| 10.0000 | 0.83 | |
| 0.5983 | 0.70 | |
| 0.0701 | 0.08 |
Estimation Period:
Oct 27, 1993 to Nov 7, 2025
Oct 27, 1993 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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