Jakarta Stock Exchange Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
63.42%
increased by 15.00%
1 Week
62.97%
increased by 14.55%
1 Month
61.24%
increased by 12.82%
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 | |
|---|---|---|
| 3.0676 | 4.78 | |
| 0.1207 | 51.78 | |
| 0.9911 | 567.33 | |
| 5.3402 | 15.17 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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