PT M Cash Integras GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.79% (-3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3926 | 10.80 | |
| 0.1473 | 13.35 | |
| 0.7841 | 97.92 | |
| 0.1372 | 4.72 |
Estimation Period:
Nov 1, 2017 to Feb 6, 2026
Nov 1, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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