Metro Realty Tbk MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:33.24% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1744 | 11.14 | |
| 0.6297 | 6.79 | |
| 0.1831 | 1.48 | |
| 0.1142 | 0.13 | |
| 0.0164 | 1.35 | |
| 0.9817 | 39.72 |
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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