Japfa Comfeed Indonesia (Pt) 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
51.25%
increased by 1.80%
1 Week
51.59%
increased by 2.14%
1 Month
52.93%
increased by 3.48%
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 | |
|---|---|---|
| 0.0696 | 5.83 | |
| 0.0718 | 24.90 | |
| 0.9282 | 306.73 |
Estimation Period:
Oct 21, 1992 to May 13, 2026
Oct 21, 1992 to May 13, 2026
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