Indonesia Prima Prop (Pt) MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
180.13%
decreased by 13.43%
1 Week
182.21%
decreased by 11.35%
1 Month
206.96%
increased by 13.40%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1442 | 5.31 | |
| 0.8588 | 120.13 | |
| -0.0071 | -0.13 | |
| 5.8342 | 0.98 | |
| 0.0192 | 0.57 | |
| 0.9732 | 24.95 |
Estimation Period:
Jul 31, 1992 to Jun 5, 2026
Jul 31, 1992 to Jun 5, 2026
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