Standard Ceramic Industris MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.66% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1060 | 12.34 | |
| 0.8074 | 38.31 | |
| -0.0173 | -1.82 | |
| 0.3577 | 1.25 | |
| 0.4953 | 0.63 | |
| 0.5047 | 0.73 |
Estimation Period:
Oct 5, 2009 to Feb 5, 2026
Oct 5, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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