Pasupati Acrylon MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.63% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1569 | 27.09 | |
| 0.6952 | 72.25 | |
| -0.0256 | -3.41 | |
| 0.0614 | 2.78 | |
| 0.0249 | 4.53 | |
| 0.9721 | 155.26 |
Estimation Period:
Oct 10, 1995 to Feb 6, 2026
Oct 10, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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