V-Lab
V-Lab
Jakarta Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:22.35% (+2.05%)

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 GAS-GARCH-T
paramt-stat
ω3.17284.78
α0.122353.82
β0.9916598.78
ν515.57
Estimation Period:
Jan 2, 1990 to Apr 30, 2024