V-Lab
V-Lab
Jakarta Stock Exchange Composite Index APARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:19.87% (+1.79%)

Analysis last updated: Thursday, May 2, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange Composite Index APARCH
paramt-stat
ω0.029218.18
α0.130021.99
β0.8700219.74
γ0.10056.37
δ1.703220.51
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts