Jakarta Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.12% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1047 | 18.47 | |
| 0.6824 | 79.49 | |
| 0.1719 | 23.01 | |
| 0.0062 | 5.70 | |
| 0.0270 | 10.36 | |
| 0.9697 | 332.10 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices