Jakarta Stock Exchange LQ45 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.98% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 21.64 | |
| 0.1181 | 38.32 | |
| 0.8819 | 333.67 | |
| 0.2180 | 14.28 | |
| 1.5555 | 36.14 |
Estimation Period:
Feb 24, 1997 to Feb 6, 2026
Feb 24, 1997 to Feb 6, 2026
News Impact Curve
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