Pt Nfc Indonesia Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.12% (+10.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 23.05 | |
| 0.4272 | 12.20 | |
| 0.3361 | 18.43 | |
| -0.1954 | -3.90 |
Estimation Period:
Jul 12, 2018 to Feb 6, 2026
Jul 12, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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