Vale Indonesia Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:65.68% (-4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6431 | 16.36 | |
| 0.1362 | 19.42 | |
| 0.8128 | 127.66 | |
| -0.0079 | -0.65 |
Estimation Period:
Jul 2, 1990 to Feb 13, 2026
Jul 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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