Jakarta Stock Exchange LQ45 Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
49.60%
decreased by 2.19%
1 Week
49.26%
decreased by 2.53%
1 Month
47.96%
decreased by 3.83%
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 | |
|---|---|---|
| 0.0370 | 12.49 | |
| 0.1186 | 42.55 | |
| 0.8690 | 315.65 | |
| 0.3610 | 15.14 |
Estimation Period:
Feb 24, 1997 to Jun 5, 2026
Feb 24, 1997 to Jun 5, 2026
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