PT Arsy Buana Travelindo TBK GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.63% (-6.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2550 | 8.50 | |
| 0.2000 | 9.04 | |
| 0.7249 | 37.06 | |
| -0.0594 | -1.83 |
Estimation Period:
Apr 5, 2023 to Feb 6, 2026
Apr 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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