IMC Pelita Logistik TBK PT GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.82% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0874 | 8.54 | |
| 0.1040 | 12.11 | |
| 0.9021 | 180.24 | |
| -0.0306 | -2.65 |
Estimation Period:
Dec 5, 2017 to Feb 6, 2026
Dec 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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