Bank Victoria Intl Tbk (Pt) GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.61% (-3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2603 | 15.94 | |
| 0.1158 | 13.06 | |
| 0.8711 | 164.42 | |
| 0.0222 | 1.56 |
Estimation Period:
Jun 21, 2001 to Feb 6, 2026
Jun 21, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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