Victoria Investama (Pt) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:61.99% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7997 | 3.63 | |
| 0.3056 | 4.25 | |
| 0.3200 | 3.53 | |
| 0.0449 | 0.08 | |
| -0.0759 | -0.09 | |
| 0.3528 | 0.52 | |
| -1.4798 | -2.32 | |
| 2.4577 | 3.52 | |
| -1.7126 | -2.20 | |
| 0.3766 | 0.48 | |
| -0.4030 | -0.52 | |
| 1.1043 | 1.88 | |
| -0.9370 | -2.40 |
Estimation Period:
Jul 8, 2013 to Feb 6, 2026
Jul 8, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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