Pt Citra Borneo Utama Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.01% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8304 | 5.66 | |
| 0.0913 | 3.69 | |
| 0.8535 | 49.81 | |
| -0.0913 | -3.72 |
Estimation Period:
Nov 8, 2022 to Feb 6, 2026
Nov 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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