Sinar Mas Multiartha Tbk PT GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:40.50% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2930 | 13.09 | |
| 0.1056 | 8.73 | |
| 0.8569 | 121.53 | |
| 0.0750 | 3.67 |
Estimation Period:
Jul 5, 1995 to Feb 20, 2026
Jul 5, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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