Perusahaan Gas Negara Persero Tbk PT GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:40.65% (+12.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4525 | 20.70 | |
| 0.1208 | 13.11 | |
| 0.7888 | 102.66 | |
| 0.0891 | 4.90 |
Estimation Period:
Feb 23, 2004 to Feb 13, 2026
Feb 23, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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