V-Lab
V-Lab
Jakarta Stock Exchange LQ45 Index APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:25.29% (+4.95%)

Analysis last updated: Friday, April 26, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange LQ45 Index APARCH
paramt-stat
ω0.034721.26
α0.110635.98
β0.8894356.33
γ0.208913.59
δ1.638533.91
Estimation Period:
Feb 24, 1997 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts