Jakarta Stock Exchange LQ45 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.18% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 21.69 | |
| 0.1183 | 38.38 | |
| 0.8817 | 331.83 | |
| 0.2181 | 14.21 | |
| 1.5446 | 36.13 |
Estimation Period:
Feb 24, 1997 to Feb 20, 2026
Feb 24, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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