PT Mineral Sumberdaya GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:150.14% (-18.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7456 | 12.04 | |
| 0.1845 | 16.96 | |
| 0.7691 | 89.70 | |
| 0.0904 | 3.11 |
Estimation Period:
Apr 21, 2003 to Feb 6, 2026
Apr 21, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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