Mayora Indah (Pt) GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.42% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1288 | 8.07 | |
| 0.0595 | 13.44 | |
| 0.9248 | 293.96 | |
| 0.0082 | 0.82 |
Estimation Period:
Jun 29, 1990 to Jan 30, 2026
Jun 29, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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