Chandra Asri Pacific Tbk PT GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.06% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2711 | 10.59 | |
| 0.0856 | 11.49 | |
| 0.8983 | 184.24 | |
| -0.0258 | -2.11 |
Estimation Period:
May 30, 2008 to Feb 6, 2026
May 30, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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