PT Bangun Kosambi Sukses TBK GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:67.99% (-8.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9604 | 5.63 | |
| 0.1489 | 6.11 | |
| 0.6954 | 26.57 | |
| 0.1281 | 1.58 |
Estimation Period:
Jan 13, 2025 to Feb 6, 2026
Jan 13, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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