V-Lab: BFI Finance Indonesia Tbk PT Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BFI Finance Indonesia Tbk PT Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:36.27% (-2.35%)

Analysis last updated: Saturday, May 18, 2024 at 08:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5675	1.91
$α$	0.1400	7.59
$β$	0.8221	25.74
$γ_{1}$	-0.1481	-0.54
$γ_{2}$	0.4567	1.27
$γ_{3}$	-0.6262	-3.35
$γ_{4}$	0.3918	2.03
$γ_{5}$	0.0367	0.21
$γ_{6}$	-0.1762	-1.06
$γ_{7}$	0.0342	0.19
$γ_{8}$	0.1027	0.55
$γ_{9}$	-0.1246	-0.62
$γ_{10}$	0.0799	0.61

Estimation Period:
May 16, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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