Jakarta Stock Exchange Composite Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
59.58%
increased by 13.94%
1 Week
59.36%
increased by 13.72%
1 Month
58.52%
increased by 12.88%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 0.0280 | 16.40 | |
| 0.1297 | 31.43 | |
| 0.8647 | 200.24 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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