Jakarta Stock Exchange LQ45 Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
63.46%
increased by 2.05%
1 Week
59.10%
decreased by 2.31%
1 Month
47.92%
decreased by 13.49%
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 | |
|---|---|---|
| 36 | ||
| 0.0742 | 19.79 | |
| 0.7484 | 113.33 | |
| 0.1624 | 24.17 | |
| 0.0064 | 6.77 | |
| 0.0238 | 7.89 | |
| 0.9735 | 281.19 |
Estimation Period:
Feb 24, 1997 to Jun 5, 2026
Feb 24, 1997 to Jun 5, 2026
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