V-Lab
Sinar Mas Multiartha Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:35.14% (-5.52%)
Analysis last updated: Thursday, May 16, 2024 at 08:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4990 | 3.31 | |
| 0.3742 | 7.04 | |
| 0.4546 | 7.96 | |
| -0.6231 | -2.43 | |
| 0.8071 | 2.19 | |
| -0.5172 | -2.14 | |
| 0.6479 | 3.12 | |
| -0.3976 | -2.07 | |
| -0.1752 | -0.84 | |
| 0.8362 | 4.36 | |
| -0.9368 | -4.79 | |
| 0.0778 | 0.26 | |
| 1.0743 | 2.83 |
Estimation Period:
Jul 5, 1995 to May 10, 2024
Jul 5, 1995 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other Sinar Mas Multiartha Tbk PT Analyses