Abm Investama Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.93% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7728 | 12.00 | |
| 0.1310 | 9.06 | |
| 0.7707 | 63.80 | |
| 0.0155 | 0.67 |
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Dec 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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