Perusahaan Perseroan MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.89% (-3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0540 | 13.08 | |
| 0.7987 | 64.31 | |
| 0.0716 | 11.60 | |
| 0.0142 | 2.93 | |
| 0.0256 | 4.77 | |
| 0.9715 | 157.77 |
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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