Jakarta Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
50.39%
decreased by 2.60%
1 Week
50.19%
decreased by 2.80%
1 Month
49.39%
decreased by 3.60%
Analysis last updated: Friday, June 12, 2026 at 10:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 16.21 | |
| 0.1040 | 20.91 | |
| 0.8626 | 182.88 | |
| 0.0524 | 6.03 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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