Dhipaya Group Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.04% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 10.32 | |
| 0.1342 | 16.19 | |
| 0.9102 | 346.48 | |
| -0.0909 | -10.14 |
Estimation Period:
Oct 30, 1996 to Feb 6, 2026
Oct 30, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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