Pakuwon Jati Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.08% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5326 | 3.18 | |
| 0.0816 | 6.29 | |
| 0.8916 | 55.96 | |
| 0.1333 | 1.09 | |
| -0.0235 | -0.12 | |
| -0.3947 | -2.60 | |
| 0.5738 | 3.49 | |
| -0.4912 | -1.97 | |
| 0.3092 | 1.17 | |
| -0.1429 | -0.80 | |
| 0.0452 | 0.39 | |
| -0.0010 | -0.01 |
Estimation Period:
Feb 16, 1990 to Feb 6, 2026
Feb 16, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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