Jaya Agra Wattie Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.49% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3419 | 10.94 | |
| 0.0924 | 11.14 | |
| 0.8753 | 131.31 | |
| 0.0645 | 2.89 |
Estimation Period:
May 30, 2011 to Feb 6, 2026
May 30, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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