Jakarta Stock Exchange LQ45 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.95% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 18.26 | |
| 0.2185 | 46.63 | |
| 0.9817 | 983.65 | |
| -0.0536 | -11.99 |
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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