PT MPX Logistics Internation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.25% (-20.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.60 | |
| 1.0577 | 8.19 | |
| 0.4039 | 27.65 | |
| -0.9231 | -6.65 |
Estimation Period:
May 8, 2023 to Feb 6, 2026
May 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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