PT Pembangunan Perumahan GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.77% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8170 | 11.27 | |
| 0.0814 | 10.99 | |
| 0.7744 | 70.64 | |
| 0.1240 | 5.93 |
Estimation Period:
Feb 9, 2010 to Feb 6, 2026
Feb 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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