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V-Lab

Trust Finance Indonesia Tbk PT Asy. MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

109.84%

decreased by 10.56%

1 Week

108.28%

decreased by 12.12%

1 Month

103.36%

decreased by 17.04%

Analysis last updated: Tuesday, July 14, 2026 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trust Finance Indonesia Tbk PT AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 22, 2003 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 17 trading days, meaning a shock loses half its impact after approximately 17 days.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2557
7.87***
α

ARCH

Response to squared shocks

0.1644
12.46***
β

GARCH

Volatility persistence

0.7802
62.30***
γ

leverage

Additional response to negative shocks

0.0292
1.23

Persistence:

0.959

Half-life:

17 days