Jakarta Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:24.11% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 16.12 | |
| 0.1055 | 20.79 | |
| 0.8613 | 177.07 | |
| 0.0508 | 5.78 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices