PT Adiwarna Anugerah Abadi GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.01% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1862 | 2.47 | |
| 0.0364 | 2.66 | |
| 0.9380 | 138.59 | |
| 0.0213 | 0.88 |
Estimation Period:
Nov 13, 2024 to Feb 6, 2026
Nov 13, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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