Fortune Mate Indonesia (Pt) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.68% (-4.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0253 | 14.70 | |
| 0.2044 | 11.14 | |
| 0.7300 | 51.90 | |
| 0.1312 | 4.16 |
Estimation Period:
Jun 21, 2001 to Feb 6, 2026
Jun 21, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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