Jakarta Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.09% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 21.74 | |
| 0.2503 | 41.30 | |
| 0.9758 | 752.89 | |
| -0.0306 | -6.29 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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