V-Lab
V-Lab
Jakarta Stock Exchange LQ45 Index MEM Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:16.81% (-0.77%)

Analysis last updated: Wednesday, April 24, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange LQ45 Index MEM
paramt-stat
ω0.086012.11
α0.309552.57
β0.6750178.24
Estimation Period:
Feb 24, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts