V-Lab
V-Lab
Jakarta Stock Exchange LQ45 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:29.74% (+5.22%)

Analysis last updated: Thursday, May 2, 2024 at 10:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange LQ45 Index GJR-GARCH
paramt-stat
ω0.036518.52
α0.069118.10
β0.8861365.40
γ0.075410.19
Estimation Period:
Feb 24, 1997 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts