Skip to main content
V-Lab

Sinar Mas Multiartha Tbk PT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.44% (+24.19%)
Analysis last updated: Sunday, February 8, 2026 at 04:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sinar Mas Multiartha Tbk PT S0GARCH
paramt-stat
ω0.71762.26
α0.20804.99
β0.756917.31
γ1-0.4068-1.61
γ20.41261.17
γ3-0.0343-0.16
γ40.12800.53
γ5-0.2811-1.10
γ60.57552.45
γ7-0.8433-5.02
γ80.65533.77
γ9-0.2076-1.30
Estimation Period:
Jul 5, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts