Mark Dynamics Indo GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 22nd, 2026
1 Day
34.81%
decreased by 0.29%
1 Week
35.57%
increased by 0.47%
1 Month
38.43%
increased by 3.33%
Analysis last updated: Saturday, May 23, 2026 at 04:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1051 | 10.47 | |
| 0.1350 | 14.81 | |
| 0.8631 | 181.89 | |
| 0.0038 | 0.23 |
Estimation Period:
Jul 12, 2017 to May 13, 2026
Jul 12, 2017 to May 13, 2026
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