Sawit Sumbermas Sarana GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.58% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1915 | 9.79 | |
| 0.0672 | 8.86 | |
| 0.8865 | 134.91 | |
| 0.0482 | 3.02 |
Estimation Period:
Dec 12, 2013 to Feb 6, 2026
Dec 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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