Jakarta Stock Exchange LQ45 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.34% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 12.62 | |
| 0.1190 | 42.39 | |
| 0.8687 | 313.37 | |
| 0.3538 | 14.78 |
Estimation Period:
Feb 24, 1997 to Feb 6, 2026
Feb 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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