Jakarta Stock Exchange LQ45 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:30.51% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 19.77 | |
| 0.0746 | 18.95 | |
| 0.8749 | 336.13 | |
| 0.0811 | 10.93 |
Estimation Period:
Feb 24, 1997 to Feb 13, 2026
Feb 24, 1997 to Feb 13, 2026
News Impact Curve
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