Jakarta Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:31.74% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 16.11 | |
| 0.1053 | 20.78 | |
| 0.8616 | 178.14 | |
| 0.0509 | 5.78 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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