Jakarta Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.67% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 16.25 | |
| 0.1311 | 30.67 | |
| 0.8626 | 191.61 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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