V-Lab: BFI Finance Indonesia Tbk PT Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BFI Finance Indonesia Tbk PT Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:53.94% (+0.87%)

Analysis last updated: Tuesday, May 7, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5611	1.90
$α$	0.1392	7.59
$β$	0.8236	26.02
$γ_{1}$	-0.1520	-0.55
$γ_{2}$	0.4615	1.27
$γ_{3}$	-0.6243	-3.30
$γ_{4}$	0.3834	1.96
$γ_{5}$	0.0471	0.27
$γ_{6}$	-0.1846	-1.11
$γ_{7}$	0.0422	0.23
$γ_{8}$	0.0904	0.48
$γ_{9}$	-0.1075	-0.53
$γ_{10}$	0.0662	0.50

Estimation Period:
May 16, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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