Bank SMBC Indonesia Tbk PT MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.28% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.3666 | 19.93 | |
| 0.4314 | 30.17 | |
| -0.0971 | -4.15 | |
| 0.2028 | 1.24 | |
| 0.3005 | 2.92 | |
| 0.6591 | 4.97 |
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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