Saratoga Investama Sedaya GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:70.32% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2253 | 13.08 | |
| 0.0890 | 9.81 | |
| 0.8755 | 169.58 | |
| 0.0536 | 2.18 |
Estimation Period:
Jun 26, 2013 to Feb 6, 2026
Jun 26, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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