BFI Finance Indonesia Tbk PT EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.16% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0977 | 13.40 | |
| 0.1948 | 27.91 | |
| 0.9795 | 435.51 | |
| -0.0332 | -4.73 |
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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