Jakarta Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
45.78%
decreased by 1.31%
1 Week
45.61%
decreased by 1.48%
1 Month
44.93%
decreased by 2.16%
Analysis last updated: Tuesday, June 9, 2026 at 10:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 16.63 | |
| 0.1312 | 32.78 | |
| 0.8610 | 196.23 | |
| 0.1355 | 7.92 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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