Pt Transkon Jaya Tbk GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.71% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5722 | 13.35 | |
| 0.1841 | 10.62 | |
| 0.7828 | 81.19 | |
| 0.0324 | 1.27 |
Estimation Period:
Aug 27, 2020 to Feb 6, 2026
Aug 27, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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