PT Pancaran Samudera Transpo GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.91% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7941 | 8.17 | |
| 0.1221 | 5.31 | |
| 0.6316 | 20.38 | |
| 0.1809 | 4.00 |
Estimation Period:
Jul 8, 2025 to Feb 6, 2026
Jul 8, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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