Pt Bank Amar Indonesia Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:30.48% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5627 | 15.55 | |
| 0.5969 | 10.54 | |
| 0.4843 | 29.27 | |
| -0.1623 | -1.79 |
Estimation Period:
Jan 9, 2020 to Feb 13, 2026
Jan 9, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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