Pt Provident Investasi Bersa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.81% (-4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8412 | 13.49 | |
| 0.1480 | 12.04 | |
| 0.7983 | 95.55 | |
| -0.0119 | -0.53 |
Estimation Period:
Oct 8, 2012 to Feb 6, 2026
Oct 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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