PT Pembangunan Perumahan Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.90% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1057 | 3.73 | |
| 0.1398 | 5.36 | |
| 0.6830 | 12.64 | |
| 0.0734 | 0.46 | |
| -0.2168 | -0.96 | |
| 0.3222 | 2.51 | |
| -0.1821 | -1.73 | |
| -0.1558 | -1.61 | |
| 0.3834 | 3.78 | |
| -0.5447 | -2.86 |
Estimation Period:
Feb 9, 2010 to Feb 6, 2026
Feb 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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