Itama Ranoraya Tbk PT GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:32.45% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4916 | 9.69 | |
| 0.3403 | 10.05 | |
| 0.5863 | 22.47 | |
| -0.0453 | -0.73 |
Estimation Period:
Oct 15, 2019 to Feb 13, 2026
Oct 15, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Itama Ranoraya Tbk PT Analyses
Other GJR-GARCH Analyses on International Equities