Jakarta Stock Exchange LQ45 Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
67.40%
increased by 12.65%
1 Week
66.62%
increased by 11.87%
1 Month
63.72%
increased by 8.97%
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 | |
|---|---|---|
| 0.0398 | 21.83 | |
| 0.1176 | 38.45 | |
| 0.8824 | 335.01 | |
| 0.2224 | 14.52 | |
| 1.5410 | 36.32 |
Estimation Period:
Feb 24, 1997 to Jun 5, 2026
Feb 24, 1997 to Jun 5, 2026
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