Jakarta Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:22.54% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8975 | 4.85 | |
| 0.1222 | 49.58 | |
| 0.9903 | 522.02 | |
| 5.3436 | 14.62 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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