Midi Utama Indonesia TBK GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
40.60%
decreased by 1.20%
1 Week
41.12%
decreased by 0.68%
1 Month
42.75%
increased by 0.95%
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 | |
|---|---|---|
| 0.2906 | 10.41 | |
| 0.0492 | 7.98 | |
| 0.8987 | 151.29 | |
| 0.0417 | 2.71 |
Estimation Period:
Dec 1, 2010 to May 13, 2026
Dec 1, 2010 to May 13, 2026
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