Japfa Comfeed Indonesia (Pt) Asy. Power MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
48.33%
increased by 1.96%
1 Week
48.80%
increased by 2.43%
1 Month
50.61%
increased by 4.24%
Analysis last updated: Thursday, May 21, 2026 at 09:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3154 | 10.33 | |
| 0.0673 | 19.27 | |
| 0.9034 | 250.05 | |
| -0.0011 | -0.10 | |
| 2.8034 | 37.14 |
Estimation Period:
Oct 21, 1992 to May 13, 2026
Oct 21, 1992 to May 13, 2026
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