Pt Sumber Tani Agung Resourc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.71% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1922 | 18.82 | |
| 0.7923 | 100.88 | |
| -0.1814 | -16.57 | |
| 0.3427 | 7.24 | |
| 1.0000 | 8.33 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 10, 2022 to Feb 6, 2026
Mar 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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