Jakarta Stock Exchange LQ45 Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.36% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0905 | 35.15 | |
| 0.2555 | 44.76 | |
| 0.6819 | 185.39 | |
| 0.0786 | 8.09 |
Estimation Period:
Feb 24, 1997 to Feb 13, 2026
Feb 24, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices