Japfa Comfeed Indonesia (Pt) EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
59.40%
increased by 3.05%
1 Week
60.91%
increased by 4.56%
1 Month
66.80%
increased by 10.45%
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 | |
|---|---|---|
| 0.0709 | 14.50 | |
| 0.1930 | 34.20 | |
| 0.9827 | 762.35 | |
| -0.0297 | -5.20 |
Estimation Period:
Feb 16, 1990 to May 13, 2026
Feb 16, 1990 to May 13, 2026
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