Jakarta Stock Exchange LQ45 Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:20.91% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 19.92 | |
| 0.1192 | 42.32 | |
| 0.8730 | 316.55 |
Estimation Period:
Feb 24, 1997 to Feb 27, 2026
Feb 24, 1997 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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