Jakarta Stock Exchange LQ45 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:20.80% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0759 | 19.93 | |
| 0.7470 | 111.88 | |
| 0.1606 | 23.41 | |
| 0.0061 | 6.81 | |
| 0.0230 | 7.93 | |
| 0.9743 | 292.49 |
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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