Pt Bintang Samudera Mandiri AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:79.85% (-9.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7235 | 13.54 | |
| 0.1483 | 13.46 | |
| 0.6335 | 43.59 | |
| -1.4703 | -6.44 |
Estimation Period:
Dec 16, 2021 to Feb 13, 2026
Dec 16, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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