PT Citra Buana Prasida TBK GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.28% (-20.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.58 | |
| 1.6064 | 6.11 | |
| 0.1158 | 6.29 | |
| -1.4445 | -5.44 |
Estimation Period:
Jan 6, 2023 to Feb 6, 2026
Jan 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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