PT Satria Mega Kencana Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:125.34% (-18.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4228 | 2.83 | |
| 0.2208 | 5.32 | |
| 0.5996 | 7.43 | |
| 2.5045 | 0.77 | |
| -4.1137 | -0.81 | |
| 2.4875 | 0.77 | |
| -1.0744 | -0.48 | |
| 1.2122 | 0.58 | |
| -3.6798 | -1.55 | |
| 8.5505 | 3.51 | |
| -13.1648 | -6.12 | |
| 11.8303 | 4.67 | |
| -5.8446 | -2.28 |
Estimation Period:
Dec 10, 2018 to Feb 6, 2026
Dec 10, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PT Satria Mega Kencana Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities