Panbrothers Tbk MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
86.70%
decreased by 17.53%
1 Week
89.47%
decreased by 14.76%
1 Month
101.50%
decreased by 2.73%
Analysis last updated: Friday, June 12, 2026 at 10:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2482 | 21.92 | |
| 0.5527 | 27.53 | |
| 0.0068 | 0.36 | |
| 0.1240 | 0.79 | |
| 0.0938 | 3.75 | |
| 0.9062 | 44.08 |
Estimation Period:
Aug 20, 1990 to Jun 5, 2026
Aug 20, 1990 to Jun 5, 2026
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