Panin Financial Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.19% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3154 | 1.74 | |
| 0.1273 | 8.33 | |
| 0.8197 | 41.51 | |
| -0.5118 | -1.38 | |
| 0.5481 | 0.98 | |
| 0.0125 | 0.04 | |
| -0.1343 | -0.76 | |
| 0.1950 | 1.61 | |
| -0.1874 | -1.73 | |
| 0.1501 | 1.27 | |
| -0.1648 | -1.38 | |
| 0.2264 | 1.87 | |
| -0.2343 | -1.36 |
Estimation Period:
Apr 3, 1990 to Feb 6, 2026
Apr 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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