Pt Urban Jakarta P Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:52.17% (-7.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0628 | 3.02 | |
| 0.2572 | 3.19 | |
| 0.4498 | 3.61 | |
| 3.8823 | 1.02 | |
| -6.3074 | -0.92 | |
| 7.5053 | 1.54 | |
| -10.2519 | -3.32 | |
| 6.4288 | 2.44 | |
| -0.3313 | -0.13 | |
| -0.8908 | -0.30 | |
| -1.2296 | -0.53 | |
| 2.0716 | 0.77 | |
| -1.1428 | -0.39 |
Estimation Period:
Dec 10, 2018 to Feb 6, 2026
Dec 10, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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