V-Lab
V-Lab
Jakarta Stock Exchange LQ45 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:26.00% (+9.06%)

Analysis last updated: Friday, April 26, 2024 at 10:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange LQ45 Index MF2-GARCH
paramt-stat
m21
α0.068819.56
β0.738689.54
γ0.163923.65
λ10.00515.14
λ20.02248.06
λ30.9752309.99
Estimation Period:
Feb 24, 1997 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts