Japfa Comfeed Indonesia (Pt) MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
52.27%
increased by 5.34%
1 Week
53.23%
increased by 6.30%
1 Month
56.01%
increased by 9.08%
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 | |
|---|---|---|
| 126 | ||
| 0.1166 | 20.75 | |
| 0.7941 | 130.53 | |
| 0.0452 | 6.18 | |
| 0.0748 | 4.14 | |
| 0.0285 | 6.19 | |
| 0.9670 | 161.70 |
Estimation Period:
Feb 16, 1990 to May 13, 2026
Feb 16, 1990 to May 13, 2026
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