Pt Nusantara Almazia GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:305.17% (+22.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.94 | |
| 0.1822 | 12.01 | |
| 0.6391 | 30.29 | |
| 0.0784 | 1.85 |
Estimation Period:
Sep 25, 2019 to Feb 6, 2026
Sep 25, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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