Jakarta Stock Exchange LQ45 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.49% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 19.72 | |
| 0.0745 | 18.92 | |
| 0.8751 | 336.96 | |
| 0.0815 | 10.95 |
Estimation Period:
Feb 24, 1997 to Feb 6, 2026
Feb 24, 1997 to Feb 6, 2026
News Impact Curve
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