V-Lab
V-Lab
Jakarta Stock Exchange Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:16.53% (-1.91%)

Analysis last updated: Friday, May 3, 2024 at 10:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange Composite Index AMEM
paramt-stat
ω0.061236.08
α0.273947.10
β0.6760191.23
γ0.06016.27
Estimation Period:
May 31, 1995 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts