FII Grand Plaza Shopping GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.26%
decreased by 0.78%
1 Week
21.87%
increased by 1.83%
1 Month
30.02%
increased by 9.98%
Analysis last updated: Tuesday, June 9, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2165 | 12.08 | |
| 0.1511 | 8.96 | |
| 0.7879 | 109.56 | |
| 0.1177 | 3.26 |
Estimation Period:
Mar 19, 2007 to Jun 5, 2026
Mar 19, 2007 to Jun 5, 2026
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