V-Lab
V-Lab
Jakarta Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:19.11% (+1.15%)

Analysis last updated: Thursday, May 2, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange Composite Index AGARCH
paramt-stat
ω0.025716.49
α0.132233.21
β0.8634203.38
γ0.11376.68
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts