Bursa Cimento GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.28% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 12.49 | |
| 0.0687 | 16.69 | |
| 0.9412 | 326.13 | |
| -0.0316 | -6.01 |
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Dec 30, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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