PT Cahaya Aero Services Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:59.57% (+21.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1992 | 23.78 | |
| 0.2094 | 12.51 | |
| 0.3715 | 21.06 | |
| 0.1957 | 4.73 |
Estimation Period:
Dec 5, 2011 to Feb 13, 2026
Dec 5, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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