Jakarta Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
60.48%
increased by 12.06%
1 Week
60.06%
increased by 11.64%
1 Month
58.44%
increased by 10.02%
Analysis last updated: Tuesday, June 9, 2026 at 10:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0676 | 4.78 | |
| 0.1207 | 51.78 | |
| 0.9911 | 567.33 | |
| 5.3402 | 15.17 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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