Japfa Comfeed Indonesia (Pt) Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
47.83%
increased by 7.81%
1 Week
46.99%
increased by 6.97%
1 Month
44.75%
increased by 4.73%
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 | |
|---|---|---|
| 1.0509 | 6.70 | |
| 0.1410 | 6.46 | |
| 0.7876 | 28.72 | |
| 0.1337 | 5.79 | |
| -0.2330 | -6.33 | |
| 0.1344 | 4.65 | |
| -0.0321 | -1.01 | |
| -0.0139 | -0.45 | |
| 0.0205 | 1.08 |
Estimation Period:
Feb 16, 1990 to May 13, 2026
Feb 16, 1990 to May 13, 2026
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