Bank SMBC Indonesia Tbk PT GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.98% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1147 | 17.92 | |
| 0.1695 | 13.84 | |
| 0.8443 | 158.82 | |
| -0.0277 | -1.32 |
Estimation Period:
Mar 12, 2008 to Feb 6, 2026
Mar 12, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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