Jakarta Stock Exchange LQ45 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
57.96%
increased by 10.48%
1 Week
57.52%
increased by 10.04%
1 Month
55.84%
increased by 8.36%
Analysis last updated: Tuesday, June 9, 2026 at 10:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4879 | 5.76 | |
| 0.0982 | 41.46 | |
| 0.9896 | 608.99 | |
| 6.0548 | 9.41 |
Estimation Period:
Feb 24, 1997 to Jun 5, 2026
Feb 24, 1997 to Jun 5, 2026
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