Pakuwon Jati GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.42% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1648 | 8.88 | |
| 0.0619 | 12.75 | |
| 0.9127 | 364.49 | |
| 0.0433 | 4.63 |
Estimation Period:
Feb 16, 1990 to Feb 6, 2026
Feb 16, 1990 to Feb 6, 2026
News Impact Curve
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