V-Lab
V-Lab
Jakarta Stock Exchange Composite Index MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:13.28% (-0.91%)

Analysis last updated: Tuesday, April 23, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange Composite Index MEM
paramt-stat
ω0.060011.90
α0.317454.71
β0.6679174.95
Estimation Period:
May 31, 1995 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts