Saratoga Investama Sedaya Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:55.13% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7888 | 3.52 | |
| 0.1390 | 5.12 | |
| 0.7920 | 19.38 | |
| -0.0888 | -0.12 | |
| 0.0160 | 0.01 | |
| -0.6831 | -0.77 | |
| 2.4144 | 2.60 | |
| -3.6865 | -4.78 | |
| 4.4045 | 5.93 | |
| -4.4660 | -5.10 | |
| 3.1859 | 3.01 | |
| -1.3248 | -1.62 | |
| 0.1560 | 0.39 |
Estimation Period:
Jun 26, 2013 to Feb 13, 2026
Jun 26, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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