Midi Utama Indonesia TBK MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
41.11%
decreased by 1.36%
1 Week
41.89%
decreased by 0.58%
1 Month
43.56%
increased by 1.09%
Analysis last updated: Thursday, May 21, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0497 | 6.76 | |
| 0.8465 | 25.57 | |
| 0.0472 | 3.20 | |
| 0.8374 | 0.48 | |
| 0.1095 | 0.38 | |
| 0.7939 | 1.60 |
Estimation Period:
Dec 1, 2010 to May 13, 2026
Dec 1, 2010 to May 13, 2026
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