Jakarta Stock Exchange LQ45 Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:28.48% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 21.66 | |
| 0.1180 | 38.33 | |
| 0.8820 | 332.94 | |
| 0.2182 | 14.23 | |
| 1.5485 | 36.14 |
Estimation Period:
Feb 24, 1997 to Feb 13, 2026
Feb 24, 1997 to Feb 13, 2026
News Impact Curve
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