V-Lab
V-Lab
Jakarta Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:21.08% (+1.96%)

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 EGARCH
paramt-stat
ω0.022723.75
α0.256040.40
β0.9775790.88
γ-0.0289-6.19
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts