V-Lab
V-Lab
Jakarta Stock Exchange LQ45 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:23.18% (+2.94%)

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 AGARCH
paramt-stat
ω0.030511.60
α0.110941.15
β0.8802344.23
γ0.331713.01
Estimation Period:
Feb 24, 1997 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts