V-Lab
BFI Finance Indonesia Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:33.37% (-2.42%)
Analysis last updated: Saturday, May 18, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5514 | 2.05 | |
| 0.1305 | 7.28 | |
| 0.8345 | 28.39 | |
| -0.0851 | -0.40 | |
| 0.3103 | 1.10 | |
| -0.5343 | -4.43 | |
| 0.5183 | 4.37 | |
| -0.2613 | -1.91 | |
| 0.0541 | 0.38 | |
| -0.0305 | -0.17 | |
| 0.1114 | 0.54 | |
| -0.2718 | -1.23 |
Estimation Period:
May 16, 1990 to May 17, 2024
May 16, 1990 to May 17, 2024
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