Asuransi Bintang Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:53.57% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1894 | 2.94 | |
| 0.1558 | 8.00 | |
| 0.8339 | 51.75 | |
| 0.1353 | 0.51 | |
| -0.9184 | -2.85 | |
| 2.2046 | 12.51 | |
| -2.4449 | -9.31 | |
| 1.4010 | 4.12 | |
| -0.4888 | -1.75 | |
| 0.0480 | 0.22 | |
| 0.1329 | 0.80 | |
| 0.0983 | 0.58 |
Estimation Period:
Dec 31, 1991 to Feb 13, 2026
Dec 31, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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