Pt Temas Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.89% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0317 | 17.92 | |
| 0.1946 | 15.41 | |
| 0.7575 | 75.38 | |
| 0.0330 | 1.79 |
Estimation Period:
Jul 10, 2003 to Feb 6, 2026
Jul 10, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities