Modernland Realty Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.97% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2820 | 7.72 | |
| 0.0882 | 15.36 | |
| 0.8881 | 243.65 | |
| 0.0376 | 3.30 |
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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