PT Pertamina Geothermal GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.36% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2760 | 4.49 | |
| 0.0639 | 6.26 | |
| 0.9022 | 76.70 | |
| 0.0112 | 0.50 |
Estimation Period:
Feb 24, 2023 to Feb 6, 2026
Feb 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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