Jakarta Stock Exchange Composite Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
65.23%
increased by 16.50%
1 Week
64.41%
increased by 15.68%
1 Month
61.33%
increased by 12.60%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0325 | 19.07 | |
| 0.1307 | 24.24 | |
| 0.8693 | 219.18 | |
| 0.1134 | 7.02 | |
| 1.6325 | 23.31 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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