V-Lab
V-Lab
Jakarta Stock Exchange LQ45 Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:24.64% (-3.25%)

Analysis last updated: Monday, May 6, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange LQ45 Index AMEM
paramt-stat
ω0.088933.83
α0.257043.55
β0.6837187.07
γ0.07557.71
Estimation Period:
Feb 24, 1997 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts