Pakuwon Jati Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.83% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5408 | 3.22 | |
| 0.0823 | 6.26 | |
| 0.8891 | 53.51 | |
| 0.1419 | 1.18 | |
| -0.0339 | -0.17 | |
| -0.3949 | -2.68 | |
| 0.5764 | 3.59 | |
| -0.4873 | -2.00 | |
| 0.2914 | 1.13 | |
| -0.0923 | -0.52 | |
| -0.0816 | -0.66 | |
| 0.3036 | 1.78 |
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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