BFI Finance Indonesia Tbk PT GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.04% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2393 | 11.17 | |
| 0.0792 | 17.89 | |
| 0.9032 | 275.04 | |
| 0.0260 | 3.03 |
Estimation Period:
May 16, 1990 to Feb 13, 2026
May 16, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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