V-Lab
Sinar Mas Multiartha Tbk PT GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:32.88% (-1.24%)
Analysis last updated: Thursday, May 16, 2024 at 08:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3465 | 12.42 | |
| 0.1035 | 8.61 | |
| 0.8539 | 110.76 | |
| 0.0853 | 4.37 |
Estimation Period:
Jul 5, 1995 to May 10, 2024
Jul 5, 1995 to May 10, 2024
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