Dana Brata Luhur Tbk PT GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, July 14th, 2026
1 Day
49.94%
decreased by 2.62%
1 Week
50.21%
decreased by 2.35%
1 Month
51.30%
decreased by 1.26%
Analysis last updated: Tuesday, July 14, 2026 at 08:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 18, 2019 to Jul 10, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0547 | 4.38*** |
α ARCH Response to squared shocks | 0.1047 | 8.92*** |
β GARCH Volatility persistence | 0.8953 | 97.93*** |
Persistence:
1.000
Half-life:
-
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