Victoria Investama (Pt) GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:54.60% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.65 | |
| 0.3164 | 11.41 | |
| 0.4873 | 24.09 | |
| -0.1304 | -3.18 |
Estimation Period:
Jul 8, 2013 to Feb 6, 2026
Jul 8, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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