Midi Utama Indonesia TBK GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.81% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2900 | 10.47 | |
| 0.0500 | 8.03 | |
| 0.8988 | 150.63 | |
| 0.0396 | 2.55 |
Estimation Period:
Dec 1, 2010 to Feb 6, 2026
Dec 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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