Pt Mega Manunggal Property GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.75% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5126 | 9.21 | |
| 0.2504 | 13.74 | |
| 0.7248 | 56.00 | |
| 0.0100 | 0.32 |
Estimation Period:
Jun 12, 2015 to Feb 6, 2026
Jun 12, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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