Telekomunikasi Indonesia GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.88% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1255 | 19.11 | |
| 0.0846 | 21.83 | |
| 0.8831 | 326.81 | |
| 0.0306 | 3.73 |
Estimation Period:
Nov 14, 1995 to Feb 6, 2026
Nov 14, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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