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V-Lab

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

Date Range:

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graph of PT M Cash Integras GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time