Pt Urban Jakarta P GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.00% (-4.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8211 | 15.14 | |
| 0.3189 | 6.68 | |
| 0.2207 | 9.97 | |
| 0.1977 | 1.65 |
Estimation Period:
Dec 10, 2018 to Feb 6, 2026
Dec 10, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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