ESSA Industries Indonesia TB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.57% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1589 | 6.93 | |
| 0.0266 | 9.22 | |
| 0.9466 | 256.40 | |
| 0.0377 | 3.92 |
Estimation Period:
Feb 1, 2012 to Feb 6, 2026
Feb 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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