V-Lab
V-Lab
Jakarta Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:18.56% (-1.15%)

Analysis last updated: Friday, May 3, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange Composite Index GJR-GARCH
paramt-stat
ω0.026215.88
α0.106721.12
β0.8657187.42
γ0.04705.27
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts