Pt Bintang Samudera Mandiri Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:85.48% (+35.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2476 | 2.88 | |
| 0.2231 | 3.55 | |
| 0.1884 | 1.64 | |
| -13.1540 | -2.08 | |
| 20.2345 | 2.27 | |
| -7.5624 | -1.33 | |
| -1.0436 | -0.18 | |
| 4.8499 | 0.69 | |
| -12.5193 | -1.70 | |
| 24.7354 | 4.11 | |
| -31.4512 | -4.20 | |
| 27.7078 | 3.47 | |
| -22.3777 | -2.06 |
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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