Trust Finance Indonesia Tbk PT GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
152.06%
decreased by 15.02%
1 Week
153.14%
decreased by 13.94%
1 Month
157.35%
decreased by 9.73%
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
With persistence 0.999, volatility shocks have a half-life of 866 trading days (~3.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7265 | 8.03*** |
α ARCH Response to squared shocks | 0.1789 | 20.77*** |
β GARCH Volatility persistence | 0.8203 | 106.62*** |
Persistence:
0.999
Half-life:
866 days
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