Metro Realty Tbk EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:30.95% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1746 | 7.28 | |
| 0.1592 | 13.72 | |
| 0.9626 | 153.74 | |
| -0.0464 | -4.36 |
Estimation Period:
Jul 31, 1992 to May 30, 2025
Jul 31, 1992 to May 30, 2025
News Impact Curve
Volatility Forecasts
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