Japfa Comfeed Indonesia (Pt) GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
51.91%
increased by 3.67%
1 Week
53.19%
increased by 4.95%
1 Month
57.52%
increased by 9.28%
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 | |
|---|---|---|
| 0.4511 | 14.79 | |
| 0.0941 | 17.92 | |
| 0.8493 | 178.12 | |
| 0.0794 | 6.54 |
Estimation Period:
Feb 16, 1990 to May 13, 2026
Feb 16, 1990 to May 13, 2026
Other Japfa Comfeed Indonesia (Pt) Analyses
Other GJR-GARCH Analyses on International Equities