Mustika Ratu Tbk (Pt) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:109.17% (-4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2412 | 14.53 | |
| 0.0949 | 15.75 | |
| 0.9092 | 233.08 | |
| -0.0307 | -3.88 |
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Aug 24, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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