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V-Lab

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 Wednesday, May 20th, 2026

1 Day

88.01%

decreased by 5.54%

1 Week

88.49%

decreased by 5.06%

1 Month

90.42%

decreased by 3.13%

Analysis last updated: Wednesday, May 20, 2026 at 08:52 PM UTC

Date Range:

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graph of Indonesia Prima Prop (Pt) GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time