PT Lupromax Pelumas GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.35% (-8.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5108 | 13.13 | |
| 0.2802 | 9.58 | |
| 0.6453 | 36.38 | |
| -0.1331 | -3.24 |
Estimation Period:
Aug 9, 2023 to Feb 6, 2026
Aug 9, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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