PT Pancaran Samudera Transpo EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.10% (-3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1742 | 6.59 | |
| 0.2727 | 6.80 | |
| 0.9027 | 92.74 | |
| -0.0544 | -1.81 |
Estimation Period:
Jul 8, 2025 to Feb 6, 2026
Jul 8, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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