Perusahaan Perseroan EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.24% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 16.39 | |
| 0.1240 | 36.26 | |
| 0.9911 | 1,785.72 | |
| -0.0308 | -8.62 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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