Saratoga Investama Sedaya Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.01% (-5.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7960 | 3.43 | |
| 0.1470 | 5.33 | |
| 0.7852 | 18.91 | |
| -0.1268 | -0.17 | |
| 0.0793 | 0.07 | |
| -0.7391 | -0.82 | |
| 2.4814 | 2.64 | |
| -3.7622 | -4.86 | |
| 4.4725 | 6.02 | |
| -4.4672 | -4.98 | |
| 3.0018 | 2.71 | |
| -0.7407 | -0.79 | |
| -1.6091 | -1.30 |
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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