PT Itsec Asia TBK GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.43% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7081 | 6.86 | |
| 0.0108 | 2.12 | |
| 0.9334 | 228.50 | |
| -0.0108 | -1.20 |
Estimation Period:
Aug 7, 2023 to Feb 6, 2026
Aug 7, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PT Itsec Asia TBK Analyses
Other GJR-GARCH Analyses on International Equities