PT Informasi Teknologi Indon GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:80.02% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4897 | 3.89 | |
| 0.1094 | 6.92 | |
| 0.8024 | 66.31 | |
| 0.1765 | 2.88 |
Estimation Period:
May 5, 2023 to Feb 13, 2026
May 5, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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