Jakarta Stock Exchange LQ45 Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
59.01%
increased by 5.02%
1 Week
57.72%
increased by 3.73%
1 Month
53.47%
decreased by 0.52%
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 | |
|---|---|---|
| 0.0252 | 18.24 | |
| 0.2179 | 46.66 | |
| 0.9817 | 988.62 | |
| -0.0541 | -12.22 |
Estimation Period:
Feb 24, 1997 to Jun 5, 2026
Feb 24, 1997 to Jun 5, 2026
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