Indonesia Prima Prop (Pt) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.50% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1683 | 8.61 | |
| 0.0923 | 9.65 | |
| 0.8798 | 168.13 | |
| 0.0558 | 1.33 |
Estimation Period:
Jul 31, 1992 to Feb 6, 2026
Jul 31, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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