Bank SMBC Indonesia Tbk PT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.80% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5284 | 4.10 | |
| 0.3352 | 4.97 | |
| 0.4521 | 7.04 | |
| 0.0184 | 0.06 | |
| 0.0384 | 0.08 | |
| -0.1796 | -0.53 | |
| 0.4578 | 1.88 | |
| -0.5151 | -1.73 | |
| 0.1580 | 0.33 | |
| -0.1026 | -0.19 | |
| 0.1582 | 0.41 | |
| 0.3958 | 1.29 | |
| -0.7265 | -2.54 |
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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