Saratoga Investama Sedaya GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:67.41% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2408 | 12.50 | |
| 0.1092 | 21.47 | |
| 0.8758 | 163.86 |
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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