Jakarta Stock Exchange LQ45 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.00% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 19.83 | |
| 0.0750 | 18.99 | |
| 0.8744 | 334.76 | |
| 0.0812 | 10.92 |
Estimation Period:
Feb 24, 1997 to Feb 20, 2026
Feb 24, 1997 to Feb 20, 2026
News Impact Curve
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