Saratoga Investama Sedaya EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:66.01% (-4.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1940 | 13.00 | |
| 0.2348 | 18.83 | |
| 0.9279 | 148.82 | |
| -0.0398 | -3.71 |
Estimation Period:
Jun 26, 2013 to Feb 6, 2026
Jun 26, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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