Pabrik Kertas Tjiwi Kimia GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.05% (-6.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8416 | 21.88 | |
| 0.1703 | 23.37 | |
| 0.7493 | 142.45 | |
| 0.0915 | 4.52 |
Estimation Period:
Apr 2, 1990 to Feb 6, 2026
Apr 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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