Japfa Comfeed Indonesia (Pt) GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
65.88%
increased by 7.02%
1 Week
66.21%
increased by 7.35%
1 Month
67.46%
increased by 8.60%
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 | |
|---|---|---|
| 28.5163 | 5.46 | |
| 0.0795 | 77.74 | |
| 0.9922 | 770.34 | |
| 3.1238 | 52.62 |
Estimation Period:
Feb 16, 1990 to May 13, 2026
Feb 16, 1990 to May 13, 2026
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