Pt Arkora Hydro Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:139.65% (-8.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6407 | 5.56 | |
| 0.1119 | 7.25 | |
| 0.8709 | 54.92 | |
| -0.0579 | -3.13 |
Estimation Period:
Jul 8, 2022 to Feb 13, 2026
Jul 8, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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