Pertama Digital BHD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:390.85% (-36.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8256 | 10.91 | |
| 0.1353 | 12.90 | |
| 0.7773 | 92.59 | |
| 0.0911 | 4.16 |
Estimation Period:
Oct 27, 1993 to Nov 7, 2025
Oct 27, 1993 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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