Perusahaan Perseroan Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.11% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0097 | 10.95 | |
| 0.0727 | 7.79 | |
| 0.8839 | 62.18 | |
| 0.0046 | 5.96 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Perusahaan Perseroan Analyses
Other Spline-GARCH Analyses on Depositary Receipts