Jakarta Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:30.24% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 16.55 | |
| 0.1330 | 31.87 | |
| 0.8589 | 187.49 | |
| 0.1318 | 7.68 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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