V-Lab
V-Lab
Jakarta Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:15.34% (+0.61%)

Analysis last updated: Friday, April 19, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange Composite Index GARCH
paramt-stat
ω0.024615.93
α0.131930.62
β0.8650196.42
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts