Jakarta Stock Exchange LQ45 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
52.94%
decreased by 2.94%
1 Week
52.64%
decreased by 3.24%
1 Month
51.52%
decreased by 4.36%
Analysis last updated: Friday, June 12, 2026 at 10:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 19.77 | |
| 0.0739 | 18.99 | |
| 0.8750 | 339.54 | |
| 0.0830 | 11.29 |
Estimation Period:
Feb 24, 1997 to Jun 12, 2026
Feb 24, 1997 to Jun 12, 2026
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