Jakarta Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.19% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 16.53 | |
| 0.1331 | 31.92 | |
| 0.8590 | 187.87 | |
| 0.1318 | 7.69 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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