Jakarta Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.37% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 16.57 | |
| 0.1332 | 31.70 | |
| 0.8585 | 186.02 | |
| 0.1318 | 7.67 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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