V-Lab
Sinar Mas Multiartha Tbk PT MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:29.11% (-11.14%)
Analysis last updated: Thursday, May 16, 2024 at 08:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3348 | 22.24 | |
| 0.2457 | 10.17 | |
| 0.1765 | 4.99 | |
| 1.5309 | 1.13 | |
| 0.3778 | 1.33 | |
| 0.6091 | 2.07 |
Estimation Period:
Jul 5, 1995 to May 10, 2024
Jul 5, 1995 to May 10, 2024
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