Harvest Travel & LEI IDX ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.97% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 8.09 | |
| 0.0000 | 0.00 | |
| 0.9075 | 221.23 | |
| 0.1333 | 8.37 |
Estimation Period:
Jan 14, 2021 to Feb 6, 2026
Jan 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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