Jakarta Stock Exchange LQ45 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.10% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0749 | 19.84 | |
| 0.7508 | 111.73 | |
| 0.1592 | 23.40 | |
| 0.0062 | 6.84 | |
| 0.0232 | 7.81 | |
| 0.9741 | 286.42 |
Estimation Period:
Feb 24, 1997 to Feb 6, 2026
Feb 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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