Pt Menthobi Karyatama Raya GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:70.77% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5866 | 8.58 | |
| 0.4335 | 4.48 | |
| 0.6645 | 22.14 | |
| -0.1961 | -1.99 |
Estimation Period:
Nov 8, 2022 to Feb 6, 2026
Nov 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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