Pt Transcoal Pacific Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.62% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1436 | 7.53 | |
| 0.1205 | 8.14 | |
| 0.6885 | 32.22 | |
| 0.1222 | 5.23 |
Estimation Period:
Sep 6, 2018 to Feb 6, 2026
Sep 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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