PT Venteny Fortuna Inter Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.34% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0967 | 1.28 | |
| 0.1920 | 2.46 | |
| 0.2478 | 1.03 | |
| 43.4931 | 1.86 | |
| -72.3938 | -2.45 | |
| 40.6855 | 2.95 | |
| -15.9584 | -0.93 | |
| -3.2593 | -0.17 | |
| 29.3646 | 1.89 | |
| -45.0623 | -3.50 | |
| 39.0599 | 2.41 | |
| -35.0410 | -1.63 | |
| 50.6775 | 1.98 |
Estimation Period:
Dec 15, 2022 to Feb 6, 2026
Dec 15, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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