Jakarta Stock Exchange LQ45 Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
61.93%
increased by 13.44%
1 Week
61.66%
increased by 13.17%
1 Month
60.60%
increased by 12.11%
Analysis last updated: Tuesday, June 9, 2026 at 10:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 19.76 | |
| 0.1181 | 42.49 | |
| 0.8749 | 322.95 |
Estimation Period:
Feb 24, 1997 to Jun 5, 2026
Feb 24, 1997 to Jun 5, 2026
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