Jakarta Stock Exchange LQ45 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:27.88% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 12.66 | |
| 0.1190 | 42.36 | |
| 0.8685 | 312.64 | |
| 0.3540 | 14.77 |
Estimation Period:
Feb 24, 1997 to Feb 13, 2026
Feb 24, 1997 to Feb 13, 2026
News Impact Curve
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