Japfa Comfeed Indonesia (Pt) Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
58.08%
increased by 6.27%
1 Week
59.72%
increased by 7.91%
1 Month
63.56%
increased by 11.75%
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 | |
|---|---|---|
| 1.0471 | 6.85 | |
| 0.1414 | 6.19 | |
| 0.7788 | 26.60 | |
| 0.1354 | 6.14 | |
| -0.2350 | -6.70 | |
| 0.1323 | 4.74 | |
| -0.0216 | -0.68 | |
| -0.0436 | -1.34 | |
| 0.1111 | 3.28 |
Estimation Period:
Feb 16, 1990 to May 13, 2026
Feb 16, 1990 to May 13, 2026
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