Jakarta Stock Exchange LQ45 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:24.00% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3864 | 5.83 | |
| 0.0984 | 40.93 | |
| 0.9892 | 591.62 | |
| 6.0487 | 9.27 |
Estimation Period:
Feb 24, 1997 to Feb 13, 2026
Feb 24, 1997 to Feb 13, 2026
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