V-Lab
V-Lab
Jakarta Stock Exchange LQ45 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:20.82% (-1.99%)

Analysis last updated: Wednesday, May 8, 2024 at 10:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jakarta Stock Exchange LQ45 Index MF2-GARCH
paramt-stat
m21
α0.069019.61
β0.738989.66
γ0.163423.63
λ10.00515.22
λ20.02238.06
λ30.9752310.00
Estimation Period:
Feb 24, 1997 to May 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts