Wismilak Inti Makmur GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
52.62%
decreased by 0.41%
1 Week
52.47%
decreased by 0.56%
1 Month
51.92%
decreased by 1.11%
Analysis last updated: Thursday, May 21, 2026 at 09:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1625 | 6.55 | |
| 0.0527 | 9.54 | |
| 0.9444 | 196.75 | |
| -0.0297 | -4.29 |
Estimation Period:
Dec 18, 2012 to May 13, 2026
Dec 18, 2012 to May 13, 2026
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