PT Satria Mega Kencana GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:134.97% (-27.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7480 | 11.13 | |
| 0.1990 | 10.91 | |
| 0.6084 | 32.86 | |
| 0.1367 | 2.09 |
Estimation Period:
Dec 10, 2018 to Feb 6, 2026
Dec 10, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PT Satria Mega Kencana Analyses
Other GJR-GARCH Analyses on International Equities