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Sinar Mas Multiartha Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.21% (+25.83%)
Analysis last updated: Sunday, February 8, 2026 at 04:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sinar Mas Multiartha Tbk PT SGARCH
paramt-stat
ω0.53063.34
α0.33346.51
β0.518910.01
γ1-0.5333-2.42
γ20.67332.14
γ3-0.4288-2.00
γ40.68453.08
γ5-0.7840-3.49
γ60.66692.35
γ7-0.1833-0.51
γ8-0.4999-1.55
γ90.64162.77
γ100.11810.32
Estimation Period:
Jul 5, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts