Nusantara Pelabuhan Handal GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.99% (-6.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9400 | 9.09 | |
| 0.1530 | 10.58 | |
| 0.7155 | 44.94 | |
| 0.2630 | 5.05 |
Estimation Period:
Mar 16, 2017 to Feb 6, 2026
Mar 16, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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