Indonesia Prima Prop (Pt) GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 12th, 2026
1 Day
174.22%
decreased by 11.11%
1 Week
174.47%
decreased by 10.86%
1 Month
175.46%
decreased by 9.87%
Analysis last updated: Friday, June 12, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1716 | 8.62 | |
| 0.0938 | 9.60 | |
| 0.8801 | 169.12 | |
| 0.0523 | 1.30 |
Estimation Period:
Jul 31, 1992 to Jun 5, 2026
Jul 31, 1992 to Jun 5, 2026
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