Pakuwon Jati AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.62% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1959 | 9.77 | |
| 0.0984 | 30.37 | |
| 0.8961 | 378.59 | |
| 0.4283 | 4.01 |
Estimation Period:
Feb 16, 1990 to Feb 6, 2026
Feb 16, 1990 to Feb 6, 2026
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