Pt Agung Menjangan Mas Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:61.54% (-4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7341 | 10.37 | |
| 0.1582 | 8.85 | |
| 0.8256 | 88.94 | |
| -0.0324 | -1.22 |
Estimation Period:
Aug 4, 2022 to Feb 13, 2026
Aug 4, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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