Pertama Digital BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:345.52% (-36.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0281 | 4.38 | |
| 0.2070 | 7.31 | |
| 0.6511 | 14.74 | |
| 0.1524 | 2.15 | |
| -0.2866 | -2.48 | |
| 0.2853 | 2.80 | |
| -0.2612 | -2.63 | |
| 0.1596 | 1.59 | |
| -0.0745 | -0.82 | |
| 0.0312 | 0.43 | |
| -0.1084 | -1.31 | |
| 0.5273 | 2.72 |
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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