Modernland Realty Tbk AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.62% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2885 | 8.06 | |
| 0.1097 | 32.85 | |
| 0.8849 | 239.54 | |
| 0.1328 | 1.08 |
Estimation Period:
May 25, 1993 to Feb 6, 2026
May 25, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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