PT Graha Mitra Asia TBK GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:80.47% (-9.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6736 | 11.07 | |
| 0.1910 | 6.30 | |
| 0.7475 | 60.12 | |
| -0.0239 | -0.43 |
Estimation Period:
Jun 22, 2023 to Feb 6, 2026
Jun 22, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PT Graha Mitra Asia TBK Analyses
Other GJR-GARCH Analyses on International Equities