V-Lab
V-Lab
Jakarta Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:15.95% (+2.63%)

Analysis last updated: Tuesday, April 16, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange Composite Index GARCH
paramt-stat
ω0.024515.93
α0.131730.63
β0.8652196.81
Estimation Period:
Jan 2, 1990 to Apr 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts