Pt Habco Trans Maritima Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.64% (-15.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.67 | |
| 0.6264 | 9.80 | |
| 0.0809 | 5.13 | |
| -0.3725 | -4.40 |
Estimation Period:
Jul 26, 2022 to Feb 6, 2026
Jul 26, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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