V-Lab
BFI Finance Indonesia Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:50.87% (-2.28%)
Analysis last updated: Saturday, May 4, 2024 at 08:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5603 | 2.06 | |
| 0.1301 | 7.30 | |
| 0.8356 | 28.61 | |
| -0.0853 | -0.40 | |
| 0.3120 | 1.10 | |
| -0.5362 | -4.42 | |
| 0.5177 | 4.32 | |
| -0.2588 | -1.87 | |
| 0.0525 | 0.37 | |
| -0.0315 | -0.18 | |
| 0.1128 | 0.55 | |
| -0.2617 | -1.20 |
Estimation Period:
May 16, 1990 to May 3, 2024
May 16, 1990 to May 3, 2024
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