Japfa Comfeed Indonesia (Pt) AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
46.18%
decreased by 2.09%
1 Week
47.86%
decreased by 0.41%
1 Month
53.34%
increased by 5.07%
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 | |
|---|---|---|
| 0.4711 | 14.63 | |
| 0.1419 | 28.63 | |
| 0.8381 | 173.99 | |
| 0.3598 | 3.77 |
Estimation Period:
Feb 16, 1990 to May 13, 2026
Feb 16, 1990 to May 13, 2026
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