Pelangi Indah Cani GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:107.24% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6368 | 10.72 | |
| 0.0886 | 17.36 | |
| 0.8794 | 209.23 | |
| 0.0523 | 4.78 |
Estimation Period:
Dec 5, 1996 to Feb 6, 2026
Dec 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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