Indonesia Prima Prop (Pt) MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
209.07%
increased by 7.54%
1 Week
211.68%
increased by 10.15%
1 Month
240.03%
increased by 38.50%
Analysis last updated: Sunday, June 7, 2026 at 02:43 AM 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
Other Indonesia Prima Prop (Pt) Analyses
Other MF2-GARCH Analyses on International Equities