PT Graha Mitra Asia TBK EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:78.50% (-11.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4406 | 16.33 | |
| 0.2956 | 23.63 | |
| 0.8645 | 102.47 | |
| 0.0121 | 0.49 |
Estimation Period:
Jun 22, 2023 to Feb 6, 2026
Jun 22, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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