Ultrajaya Milk IND & Trading AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.08% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0430 | -3.18 | |
| 0.0564 | 35.21 | |
| 0.9487 | 707.95 | |
| -1.0718 | -8.77 |
Estimation Period:
Jul 5, 1990 to Feb 6, 2026
Jul 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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