Pt Estee Gold Feet Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:106.99% (+19.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7277 | 17.44 | |
| 0.3726 | 12.33 | |
| 0.5134 | 33.27 | |
| -0.0479 | -0.94 |
Estimation Period:
Aug 8, 2022 to Feb 6, 2026
Aug 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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