PT DFI Retail Nusantara TBK GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:78.01% (-7.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6876 | 12.09 | |
| 0.1393 | 20.14 | |
| 0.8118 | 111.14 | |
| 0.0436 | 2.52 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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