Jakarta Stock Exchange LQ45 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
52.01%
decreased by 2.50%
1 Week
51.65%
decreased by 2.86%
1 Month
50.29%
decreased by 4.22%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 3.5406 | 5.75 | |
| 0.0991 | 41.65 | |
| 0.9897 | 611.28 | |
| 6.0577 | 9.48 |
Estimation Period:
Feb 24, 1997 to Jun 12, 2026
Feb 24, 1997 to Jun 12, 2026
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