PT Sumber Sinergi Makmur TBK Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.85% (-6.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9952 | 2.91 | |
| 0.2169 | 2.86 | |
| 0.3709 | 2.42 | |
| 16.3298 | 2.12 | |
| -23.7149 | -1.97 | |
| 1.1105 | 0.11 | |
| 20.3771 | 2.10 | |
| -30.1986 | -3.29 | |
| 24.5022 | 3.30 |
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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