Bank Pan Indonesia Tbk PT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.57% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0321 | 7.09 | |
| 0.1239 | 9.75 | |
| 0.8029 | 38.67 | |
| 0.0805 | 2.63 | |
| -0.1656 | -3.44 | |
| 0.1277 | 4.18 | |
| -0.0504 | -2.05 | |
| 0.0124 | 0.56 | |
| -0.0013 | -0.06 | |
| -0.0072 | -0.45 |
Estimation Period:
Apr 2, 1990 to Feb 6, 2026
Apr 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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