Pakuwon Jati EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.52% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 8.03 | |
| 0.1346 | 23.61 | |
| 0.9954 | 1,025.08 | |
| -0.0186 | -3.43 |
Estimation Period:
Feb 16, 1990 to Feb 6, 2026
Feb 16, 1990 to Feb 6, 2026
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