Victoria Investama (Pt) Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.10% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7984 | 3.67 | |
| 0.2967 | 4.48 | |
| 0.3218 | 3.67 | |
| 0.0647 | 0.12 | |
| -0.1104 | -0.13 | |
| 0.3872 | 0.57 | |
| -1.5232 | -2.40 | |
| 2.5086 | 3.62 | |
| -1.7775 | -2.30 | |
| 0.4814 | 0.61 | |
| -0.6069 | -0.79 | |
| 1.5416 | 2.39 | |
| -2.0820 | -2.25 |
Estimation Period:
Jul 8, 2013 to Feb 6, 2026
Jul 8, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Victoria Investama (Pt) Analyses
Other Spline-GARCH Analyses on International Equities