Jakarta Stock Exchange LQ45 Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
70.63%
increased by 15.60%
1 Week
70.10%
increased by 15.07%
1 Month
68.11%
increased by 13.08%
Analysis last updated: Wednesday, June 10, 2026 at 10:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 19.75 | |
| 0.0737 | 18.97 | |
| 0.8756 | 340.31 | |
| 0.0820 | 11.19 |
Estimation Period:
Feb 24, 1997 to Jun 5, 2026
Feb 24, 1997 to Jun 5, 2026
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