Sinar Mas Multiartha Tbk PT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.21% (+25.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5306 | 3.34 | |
| 0.3334 | 6.51 | |
| 0.5189 | 10.01 | |
| -0.5333 | -2.42 | |
| 0.6733 | 2.14 | |
| -0.4288 | -2.00 | |
| 0.6845 | 3.08 | |
| -0.7840 | -3.49 | |
| 0.6669 | 2.35 | |
| -0.1833 | -0.51 | |
| -0.4999 | -1.55 | |
| 0.6416 | 2.77 | |
| 0.1181 | 0.32 |
Estimation Period:
Jul 5, 1995 to Feb 6, 2026
Jul 5, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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