Indocement Tunggal Prakarsa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:39.07% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3666 | 20.28 | |
| 0.0977 | 16.52 | |
| 0.8333 | 176.17 | |
| 0.0734 | 5.32 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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