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Sinar Mas Multiartha Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:47.97% (-4.92%)
Analysis last updated: Thursday, February 19, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sinar Mas Multiartha Tbk PT SGARCH
paramt-stat
ω0.52623.35
α0.33096.49
β0.51919.96
γ1-0.5333-2.42
γ20.67272.14
γ3-0.4273-2.00
γ40.68263.08
γ5-0.7823-3.49
γ60.66542.35
γ7-0.1812-0.51
γ8-0.5028-1.56
γ90.64632.79
γ100.10560.29
Estimation Period:
Jul 5, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts