Jakarta Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:22.49% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1054 | 18.49 | |
| 0.6784 | 79.13 | |
| 0.1734 | 23.06 | |
| 0.0061 | 5.62 | |
| 0.0267 | 10.30 | |
| 0.9699 | 332.27 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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