Panbrothers Tbk 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 Friday, June 12th, 2026
1 Day
95.07%
decreased by 3.91%
1 Week
95.24%
decreased by 3.74%
1 Month
95.92%
decreased by 3.06%
Analysis last updated: Friday, June 12, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 9.71 | |
| 0.0675 | 14.30 | |
| 0.9208 | 334.71 | |
| 0.0234 | 2.75 |
Estimation Period:
Aug 20, 1990 to Jun 5, 2026
Aug 20, 1990 to Jun 5, 2026
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