Victoria Investama (Pt) MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
66.10%
decreased by 17.21%
1 Week
67.55%
decreased by 15.76%
1 Month
68.80%
decreased by 14.51%
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 | |
|---|---|---|
| 126 | ||
| 0.3784 | 14.44 | |
| 0.3786 | 12.35 | |
| -0.1305 | -3.88 | |
| 0.2101 | 0.39 | |
| 0.0077 | 0.47 | |
| 0.9824 | 23.40 |
Estimation Period:
Jul 8, 2013 to May 13, 2026
Jul 8, 2013 to May 13, 2026
Other Victoria Investama (Pt) Analyses
Other MF2-GARCH Analyses on International Equities