V-Lab
V-Lab
Jakarta Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:16.55% (-1.23%)

Analysis last updated: Tuesday, May 7, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange Composite Index EGARCH
paramt-stat
ω0.022723.74
α0.255940.43
β0.9775791.53
γ-0.0289-6.19
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts