Pt Sumber Tani Agung Resourc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.04% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1238 | 7.26 | |
| 0.1396 | 7.22 | |
| 0.8865 | 120.38 | |
| -0.1356 | -7.17 |
Estimation Period:
Mar 10, 2022 to Feb 6, 2026
Mar 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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