Pakuwon Jati GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.14% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1767 | 10.05 | |
| 0.0872 | 27.06 | |
| 0.9082 | 346.11 |
Estimation Period:
Feb 16, 1990 to Feb 6, 2026
Feb 16, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities