Metropolitan Kentjana GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.97% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0856 | 7.57 | |
| 0.0637 | 3.96 | |
| 0.8960 | 85.90 | |
| 0.0807 | 3.04 |
Estimation Period:
Jul 10, 2009 to Feb 6, 2026
Jul 10, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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