Pt Segar Kumala Indonesia GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.45% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1967 | 9.56 | |
| 0.1411 | 9.86 | |
| 0.7753 | 59.56 | |
| 0.1672 | 3.74 |
Estimation Period:
Aug 9, 2022 to Feb 6, 2026
Aug 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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