Bank SMBC Indonesia Tbk PT GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:76.06% (-12.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 178.3707 | 6.88 | |
| 0.1487 | 133.22 | |
| 0.9953 | 1,557.64 | |
| 2.0900 | 1,379.57 |
Estimation Period:
Mar 12, 2008 to Feb 6, 2026
Mar 12, 2008 to Feb 6, 2026
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