Pt Telefast Indonesia GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.80% (-16.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9869 | 17.58 | |
| 0.5234 | 15.68 | |
| 0.4271 | 25.01 | |
| -0.0559 | -1.06 |
Estimation Period:
Sep 17, 2019 to Feb 6, 2026
Sep 17, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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