V-Lab
V-Lab
Jakarta Stock Exchange LQ45 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:24.09% (-1.14%)

Analysis last updated: Wednesday, May 8, 2024 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange LQ45 Index AGARCH
paramt-stat
ω0.030511.62
α0.110841.19
β0.8803344.67
γ0.331413.00
Estimation Period:
Feb 24, 1997 to May 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts