Bumi Serpong Damai Tbk PT GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.55% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0793 | 10.20 | |
| 0.0469 | 15.00 | |
| 0.9228 | 368.99 | |
| 0.0483 | 8.12 |
Estimation Period:
Jun 6, 2008 to Feb 6, 2026
Jun 6, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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