PT Petrindo Jaya Kreasi TBK GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:91.65% (-6.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.57 | |
| 0.1580 | 6.72 | |
| 0.6266 | 24.04 | |
| 0.0346 | 0.93 |
Estimation Period:
Mar 8, 2023 to Feb 6, 2026
Mar 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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