PT Anugerah Spareparts Seja GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:86.88% (-5.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9009 | 11.79 | |
| 0.2808 | 10.03 | |
| 0.6089 | 29.12 | |
| -0.0939 | -2.18 |
Estimation Period:
Sep 8, 2023 to Feb 6, 2026
Sep 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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