Bank Pan Indonesia Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:38.74% (+6.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0514 | 7.23 | |
| 0.1236 | 9.70 | |
| 0.8025 | 38.24 | |
| 0.0857 | 2.79 | |
| -0.1740 | -3.61 | |
| 0.1332 | 4.37 | |
| -0.0533 | -2.18 | |
| 0.0115 | 0.50 | |
| 0.0066 | 0.25 | |
| -0.0324 | -0.67 |
Estimation Period:
Apr 2, 1990 to Feb 13, 2026
Apr 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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