Jakarta Stock Exchange LQ45 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.68% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3732 | 5.83 | |
| 0.0984 | 40.86 | |
| 0.9891 | 589.48 | |
| 6.0460 | 9.27 |
Estimation Period:
Feb 24, 1997 to Feb 20, 2026
Feb 24, 1997 to Feb 20, 2026
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