Pt Asuransi Tugu Pratama Ind GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.57% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1123 | 12.35 | |
| 0.1667 | 12.09 | |
| 0.8650 | 186.90 | |
| -0.0634 | -3.33 |
Estimation Period:
May 28, 2018 to Feb 6, 2026
May 28, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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