V-Lab
V-Lab
Jakarta Stock Exchange Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.85% (+2.15%)

Analysis last updated: Friday, April 26, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange Composite Index AMEM
paramt-stat
ω0.061136.05
α0.273947.07
β0.6761191.19
γ0.06026.28
Estimation Period:
May 31, 1995 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts