V-Lab
V-Lab
Jakarta Stock Exchange LQ45 Index APARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:23.88% (+1.35%)

Analysis last updated: Friday, April 19, 2024 at 10:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange LQ45 Index APARCH
paramt-stat
ω0.034821.26
α0.110836.00
β0.8892355.52
γ0.208713.58
δ1.638733.93
Estimation Period:
Feb 24, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts