V-Lab
Sinar Mas Multiartha Tbk PT GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:24.94% (-0.05%)
Analysis last updated: Friday, April 19, 2024 at 07:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3550 | 12.40 | |
| 0.1039 | 8.60 | |
| 0.8530 | 109.43 | |
| 0.0861 | 4.41 |
Estimation Period:
Jul 5, 1995 to Apr 12, 2024
Jul 5, 1995 to Apr 12, 2024
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