Jakarta Stock Exchange LQ45 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.33% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 12.73 | |
| 0.1193 | 42.37 | |
| 0.8680 | 311.45 | |
| 0.3538 | 14.77 |
Estimation Period:
Feb 24, 1997 to Feb 20, 2026
Feb 24, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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