Pt Urban Jakarta P Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:161.60% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0641 | 3.08 | |
| 0.2470 | 3.22 | |
| 0.4496 | 3.47 | |
| 4.0187 | 1.07 | |
| -6.5219 | -0.97 | |
| 7.6420 | 1.59 | |
| -10.2981 | -3.39 | |
| 6.2697 | 2.41 | |
| 0.1905 | 0.08 | |
| -2.1123 | -0.73 | |
| 1.1759 | 0.55 | |
| -2.7970 | -1.13 | |
| 11.0037 | 3.02 |
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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