Jakarta Stock Exchange LQ45 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.89% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 19.75 | |
| 0.1186 | 42.29 | |
| 0.8741 | 319.11 |
Estimation Period:
Feb 24, 1997 to Feb 6, 2026
Feb 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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