Suparma Tbk (Pt) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.01% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4450 | 3.94 | |
| 0.1622 | 6.70 | |
| 0.7413 | 18.72 | |
| -0.1995 | -2.35 | |
| 0.0399 | 0.36 | |
| 0.3796 | 4.87 | |
| -0.3662 | -4.31 | |
| 0.1534 | 1.67 | |
| 0.0949 | 0.84 | |
| -0.2120 | -1.81 | |
| 0.2235 | 2.19 | |
| -0.2418 | -1.98 | |
| 0.1964 | 1.79 |
Estimation Period:
May 15, 1995 to Feb 6, 2026
May 15, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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