Trust Finance Indonesia Tbk PT MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
109.92%
decreased by 10.38%
1 Week
108.20%
decreased by 12.10%
1 Month
102.74%
decreased by 17.56%
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 16 trading days, meaning a shock loses half its impact after approximately 16 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2068 | 4.28*** |
α ARCH Response to squared shocks | 0.1717 | 10.93*** |
β GARCH Volatility persistence | 0.7870 | 64.55*** |
Persistence:
0.959
Half-life:
16 days
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