Pt Tera Data Indon GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:35.39% (-3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9120 | 11.94 | |
| 0.2219 | 10.07 | |
| 0.6092 | 59.12 | |
| 0.3376 | 4.22 |
Estimation Period:
Jul 20, 2022 to Feb 13, 2026
Jul 20, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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