Mark Dynamics Indo GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.16% (-3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1034 | 10.35 | |
| 0.1333 | 14.65 | |
| 0.8651 | 180.31 | |
| 0.0031 | 0.19 |
Estimation Period:
Jul 12, 2017 to Jan 30, 2026
Jul 12, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Mark Dynamics Indo Analyses
Other GJR-GARCH Analyses on International Equities