FII Grand Plaza Shopping GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
17.45%
decreased by 0.32%
1 Week
20.36%
increased by 2.59%
1 Month
29.25%
increased by 11.48%
Analysis last updated: Sunday, June 14, 2026 at 02:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2187 | 13.73 | |
| 0.2175 | 17.59 | |
| 0.7824 | 108.94 |
Estimation Period:
Mar 19, 2007 to Jun 12, 2026
Mar 19, 2007 to Jun 12, 2026
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