PT Mastersystem Infotama TBK GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.90% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0371 | 8.28 | |
| 0.3503 | 7.33 | |
| 0.4440 | 8.16 | |
| -0.0796 | -0.85 |
Estimation Period:
Nov 8, 2023 to Feb 6, 2026
Nov 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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