Astra Otoparts TBK (Pt) GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:29.25% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4759 | 19.84 | |
| 0.1403 | 16.83 | |
| 0.7730 | 87.40 | |
| 0.0026 | 0.20 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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