Panbrothers Tbk MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
84.63%
increased by 5.74%
1 Week
84.23%
increased by 5.34%
1 Month
93.06%
increased by 14.17%
Analysis last updated: Thursday, May 21, 2026 at 09:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2486 | 22.00 | |
| 0.5515 | 27.42 | |
| 0.0053 | 0.28 | |
| 0.1236 | 0.78 | |
| 0.0939 | 3.74 | |
| 0.9061 | 43.71 |
Estimation Period:
Aug 20, 1990 to May 13, 2026
Aug 20, 1990 to May 13, 2026
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