Pt Harum Energy Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.81% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1008 | 11.05 | |
| 0.0540 | 14.17 | |
| 0.9443 | 334.51 | |
| -0.0177 | -3.38 |
Estimation Period:
Oct 6, 2010 to Feb 6, 2026
Oct 6, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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