Jakarta Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.61% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9298 | 4.83 | |
| 0.1223 | 49.84 | |
| 0.9904 | 526.80 | |
| 5.3428 | 14.71 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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