PT Soraya Berjaya Indonesia GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:143.93% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2932 | 11.15 | |
| 0.4619 | 11.36 | |
| 0.5262 | 23.19 | |
| -0.1151 | -2.20 |
Estimation Period:
Jul 3, 2024 to Feb 6, 2026
Jul 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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