Eratex Djaja GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:162.24% (-3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1494 | 15.31 | |
| 0.1133 | 12.45 | |
| 0.8198 | 113.53 | |
| 0.0293 | 1.93 |
Estimation Period:
Aug 22, 1990 to Feb 6, 2026
Aug 22, 1990 to Feb 6, 2026
News Impact Curve
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