PT Sumber Sinergi Makmur TBK GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:80.89% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9063 | 8.22 | |
| 0.1195 | 7.14 | |
| 0.7405 | 32.91 | |
| 0.0863 | 1.90 |
Estimation Period:
Oct 5, 2023 to Feb 6, 2026
Oct 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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