Bayan Resources Tbk (Pt) GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:25.59% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3501 | 13.16 | |
| 0.1833 | 16.01 | |
| 0.7890 | 87.58 | |
| -0.0423 | -2.30 |
Estimation Period:
Aug 20, 2008 to Feb 13, 2026
Aug 20, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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