V-Lab
V-Lab
Jakarta Stock Exchange LQ45 Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:20.61% (+4.47%)

Analysis last updated: Friday, April 26, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange LQ45 Index AMEM
paramt-stat
ω0.088933.80
α0.256743.50
β0.6839187.01
γ0.07577.73
Estimation Period:
Feb 24, 1997 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts