Pt Bintraco Dharma Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:74.50% (-4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 4.02 | |
| 0.0998 | 12.75 | |
| 0.8798 | 219.36 | |
| 0.0406 | 2.18 |
Estimation Period:
Apr 10, 2017 to Feb 6, 2026
Apr 10, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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