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 Thursday, May 21st, 2026
1 Day
80.09%
increased by 3.18%
1 Week
80.29%
increased by 3.38%
1 Month
81.10%
increased by 4.19%
Analysis last updated: Thursday, May 21, 2026 at 09:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0643 | 9.69 | |
| 0.0676 | 14.31 | |
| 0.9209 | 335.60 | |
| 0.0231 | 2.70 |
Estimation Period:
Aug 20, 1990 to May 13, 2026
Aug 20, 1990 to May 13, 2026
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