Jakarta Stock Exchange LQ45 Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:28.60% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 19.79 | |
| 0.1184 | 42.26 | |
| 0.8740 | 318.64 |
Estimation Period:
Feb 24, 1997 to Feb 13, 2026
Feb 24, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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