Pertama Digital BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:349.32% (-32.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2610 | 3.71 | |
| 0.1867 | 8.16 | |
| 0.7353 | 18.22 | |
| 0.2267 | 2.20 | |
| -0.3960 | -2.48 | |
| 0.3213 | 2.33 | |
| -0.2059 | -1.16 | |
| 0.0142 | 0.07 | |
| 0.0769 | 0.49 | |
| -0.0197 | -0.18 | |
| -0.1551 | -1.34 | |
| 0.3270 | 2.30 | |
| -0.2698 | -2.01 |
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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