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Bank SMBC Indonesia Tbk PT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.80% (+1.46%)
Analysis last updated: Thursday, February 12, 2026 at 12:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank SMBC Indonesia Tbk PT S0GARCH
paramt-stat
ω2.52844.10
α0.33524.97
β0.45217.04
γ10.01840.06
γ20.03840.08
γ3-0.1796-0.53
γ40.45781.88
γ5-0.5151-1.73
γ60.15800.33
γ7-0.1026-0.19
γ80.15820.41
γ90.39581.29
γ10-0.7265-2.54
Estimation Period:
Mar 12, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts