V-Lab
Sinar Mas Multiartha Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:29.30% (0.00%)
Analysis last updated: Thursday, May 2, 2024 at 03:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4991 | 3.30 | |
| 0.3757 | 7.06 | |
| 0.4534 | 8.01 | |
| -0.6244 | -2.43 | |
| 0.8079 | 2.19 | |
| -0.5154 | -2.13 | |
| 0.6410 | 3.12 | |
| -0.3817 | -2.01 | |
| -0.1981 | -0.97 | |
| 0.8520 | 4.56 | |
| -0.9260 | -4.63 | |
| 0.0415 | 0.14 | |
| 1.1089 | 2.86 |
Estimation Period:
Jul 5, 1995 to Apr 30, 2024
Jul 5, 1995 to Apr 30, 2024
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