Lippo Cikarang Tbk (Pt) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:118.96% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3742 | 12.08 | |
| 0.1216 | 17.86 | |
| 0.8651 | 210.02 | |
| 0.0067 | 0.55 |
Estimation Period:
Mar 18, 1998 to Feb 6, 2026
Mar 18, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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