Victoria Investama (Pt) GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
65.92%
decreased by 11.19%
1 Week
67.20%
decreased by 9.91%
1 Month
68.48%
decreased by 8.63%
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 | |
|---|---|---|
| 5.0000 | 16.70 | |
| 0.3137 | 11.45 | |
| 0.4852 | 23.82 | |
| -0.1265 | -3.13 |
Estimation Period:
Jul 8, 2013 to May 13, 2026
Jul 8, 2013 to May 13, 2026
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