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PT Sumber Sinergi Makmur TBK Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.85% (-6.31%)
Analysis last updated: Saturday, February 14, 2026 at 01:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PT Sumber Sinergi Makmur TBK S0GARCH
paramt-stat
ω0.99522.91
α0.21692.86
β0.37092.42
γ116.32982.12
γ2-23.7149-1.97
γ31.11050.11
γ420.37712.10
γ5-30.1986-3.29
γ624.50223.30
Estimation Period:
Oct 5, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts