Jakarta Stock Exchange Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.47% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 21.70 | |
| 0.2497 | 41.23 | |
| 0.9756 | 751.07 | |
| -0.0303 | -6.26 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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