Pt Radana Bhaskara Finance GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:60.76% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4973 | 11.01 | |
| 0.0934 | 9.63 | |
| 0.8544 | 102.50 | |
| 0.1044 | 5.39 |
Estimation Period:
May 10, 2011 to Feb 13, 2026
May 10, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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