Suparma Tbk (Pt) GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.74% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1907 | 13.15 | |
| 0.0690 | 15.64 | |
| 0.9155 | 295.04 | |
| 0.0208 | 2.84 |
Estimation Period:
May 15, 1995 to Feb 6, 2026
May 15, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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