Pt Bank Btpn Syariah Tbk GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.48% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 8.90 | |
| 0.0530 | 18.78 | |
| 0.9470 | 378.36 |
Estimation Period:
May 8, 2018 to Feb 6, 2026
May 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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