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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 22, 2003 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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