BFI Finance Indonesia Tbk PT GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.76% (+12.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2453 | 11.39 | |
| 0.0790 | 17.84 | |
| 0.9029 | 273.29 | |
| 0.0260 | 3.03 |
Estimation Period:
May 16, 1990 to Feb 20, 2026
May 16, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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