Pt Indo Tambangraya Megah GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.54% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 8.49 | |
| 0.0399 | 13.64 | |
| 0.9533 | 364.82 | |
| 0.0070 | 1.49 |
Estimation Period:
Dec 25, 2007 to Feb 6, 2026
Dec 25, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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