Pt Bintang Samudera Mandiri Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:100.76% (+23.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2614 | 2.96 | |
| 0.1959 | 3.31 | |
| 0.2053 | 1.54 | |
| -12.6410 | -2.03 | |
| 19.6029 | 2.23 | |
| -7.3808 | -1.32 | |
| -1.2221 | -0.22 | |
| 4.8903 | 0.71 | |
| -12.0371 | -1.67 | |
| 23.5853 | 3.96 | |
| -29.3509 | -4.03 | |
| 23.6954 | 3.47 | |
| -11.9668 | -3.01 |
Estimation Period:
Dec 16, 2021 to Feb 6, 2026
Dec 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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