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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1708 | 8.61 | |
| 0.0926 | 9.73 | |
| 0.8801 | 168.66 | |
| 0.0546 | 1.36 |
Estimation Period:
Jul 31, 1992 to May 13, 2026
Jul 31, 1992 to May 13, 2026
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