Bank SMBC Indonesia Tbk PT EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:30.57% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1194 | 20.17 | |
| 0.3083 | 27.67 | |
| 0.9472 | 307.33 | |
| 0.0315 | 3.35 |
Estimation Period:
Mar 12, 2008 to Feb 13, 2026
Mar 12, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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