Humpuss Intermoda Trans Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:29.04% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4756 | 10.05 | |
| 0.1098 | 18.21 | |
| 0.8518 | 163.68 | |
| 0.0768 | 4.72 |
Estimation Period:
Apr 8, 1998 to May 30, 2025
Apr 8, 1998 to May 30, 2025
News Impact Curve
Volatility Forecasts
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