Eratex Djaja GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:163.01% (-4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1715 | 15.76 | |
| 0.1271 | 24.15 | |
| 0.8191 | 112.27 |
Estimation Period:
Aug 22, 1990 to Feb 6, 2026
Aug 22, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities