PT M Cash Integras 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 Thursday, May 21st, 2026
1 Day
55.40%
decreased by 5.94%
1 Week
57.09%
decreased by 4.25%
1 Month
63.41%
increased by 2.07%
Analysis last updated: Thursday, May 21, 2026 at 09:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3774 | 10.89 | |
| 0.1451 | 13.46 | |
| 0.7906 | 102.54 | |
| 0.1287 | 4.67 |
Estimation Period:
Nov 1, 2017 to May 13, 2026
Nov 1, 2017 to May 13, 2026
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