Victoria Investama (Pt) GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
585.12%
decreased by 3.20%
1 Week
586.26%
decreased by 2.06%
1 Month
589.46%
increased by 1.14%
Analysis last updated: Thursday, May 21, 2026 at 09:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1,408.7220 | 2.73 | |
| 0.2103 | 34.58 | |
| 0.9440 | 44.65 | |
| 2.0064 | 2,870.43 |
Estimation Period:
Jul 8, 2013 to May 13, 2026
Jul 8, 2013 to May 13, 2026
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