Jakarta Stock Exchange Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
70.82%
increased by 13.66%
1 Week
64.88%
increased by 7.72%
1 Month
51.29%
decreased by 5.87%
Analysis last updated: Wednesday, June 10, 2026 at 10:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1040 | 18.47 | |
| 0.6795 | 79.88 | |
| 0.1733 | 23.46 | |
| 0.0063 | 5.55 | |
| 0.0278 | 10.49 | |
| 0.9689 | 325.67 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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