Metro Realty Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:30.38% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2296 | 6.97 | |
| 0.0378 | 8.03 | |
| 0.9363 | 217.04 | |
| 0.0517 | 7.69 |
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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