Bank Pan Indonesia Tbk PT GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.30% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4109 | 22.93 | |
| 0.1027 | 23.27 | |
| 0.8455 | 254.97 | |
| 0.0407 | 4.37 |
Estimation Period:
Apr 2, 1990 to Feb 6, 2026
Apr 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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