Ciputra Development GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.25% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2762 | 9.26 | |
| 0.0568 | 10.29 | |
| 0.9029 | 212.09 | |
| 0.0522 | 5.28 |
Estimation Period:
Mar 31, 1994 to Feb 6, 2026
Mar 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ciputra Development Analyses
Other GJR-GARCH Analyses on International Equities