FII Grand Plaza Shopping GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
89.29%
decreased by 1.25%
1 Week
98.42%
increased by 7.88%
1 Month
127.92%
increased by 37.38%
Analysis last updated: Sunday, June 7, 2026 at 02:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 874.9749 | 8.74 | |
| 0.1587 | 126.80 | |
| 0.9959 | 2,289.54 | |
| 2.0233 | 4,112.31 |
Estimation Period:
Mar 19, 2007 to Jun 5, 2026
Mar 19, 2007 to Jun 5, 2026
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