Jakarta Stock Exchange Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
68.74%
increased by 19.21%
1 Week
68.35%
increased by 18.82%
1 Month
66.85%
increased by 17.32%
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 | |
|---|---|---|
| 0.0306 | 16.23 | |
| 0.1037 | 20.92 | |
| 0.8632 | 184.45 | |
| 0.0514 | 5.93 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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