Indonesia Prima Prop (Pt) MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 20th, 2026
1 Day
83.08%
decreased by 5.96%
1 Week
84.80%
decreased by 4.24%
1 Month
99.29%
increased by 10.25%
Analysis last updated: Wednesday, May 20, 2026 at 08:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1457 | 5.46 | |
| 0.8581 | 113.59 | |
| -0.0088 | -0.16 | |
| 5.0577 | 0.97 | |
| 0.0197 | 0.57 | |
| 0.9729 | 24.71 |
Estimation Period:
Jul 31, 1992 to May 13, 2026
Jul 31, 1992 to May 13, 2026
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