Sumber Alfaria Trijaya GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:42.90% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0751 | 8.08 | |
| 0.0397 | 11.60 | |
| 0.9534 | 300.76 | |
| -0.0039 | -0.71 |
Estimation Period:
Jan 16, 2009 to Feb 13, 2026
Jan 16, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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