Perusahaan Perseroan GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.08% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 14.80 | |
| 0.0405 | 15.68 | |
| 0.9365 | 534.83 | |
| 0.0334 | 6.78 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Perusahaan Perseroan Analyses
Other GJR-GARCH Analyses on Depositary Receipts