Jakarta Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.95% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 21.72 | |
| 0.2496 | 41.28 | |
| 0.9757 | 752.89 | |
| -0.0304 | -6.27 |
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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