Pelayaran Nelly Dwi Putri GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:83.39% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1736 | 7.87 | |
| 0.0799 | 10.32 | |
| 0.9158 | 197.11 | |
| 0.0009 | 0.05 |
Estimation Period:
Oct 11, 2012 to Feb 6, 2026
Oct 11, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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