Saratoga Investama Sedaya AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.49% (-3.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2032 | 7.70 | |
| 0.1201 | 22.32 | |
| 0.8681 | 157.83 | |
| 0.5711 | 3.02 |
Estimation Period:
Jun 26, 2013 to Feb 6, 2026
Jun 26, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Saratoga Investama Sedaya Analyses
Other AGARCH Analyses on International Equities