Jakarta Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.40% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 16.10 | |
| 0.1053 | 20.76 | |
| 0.8617 | 178.52 | |
| 0.0512 | 5.79 |
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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