Jakarta Stock Exchange Composite Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:30.59% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 16.24 | |
| 0.1309 | 30.76 | |
| 0.8629 | 192.62 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices