Pt Guna Timur Raya GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:117.15% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2877 | 10.83 | |
| 0.1019 | 7.37 | |
| 0.8645 | 81.03 | |
| 0.0671 | 1.76 |
Estimation Period:
May 23, 2018 to Feb 6, 2026
May 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pt Guna Timur Raya Analyses
Other GJR-GARCH Analyses on International Equities