Tag Archive for: Volatility levels.

The purpose of this study is to determine the level of volatility of the 10 Stock Indices on the IDX during COVID-19 Economic Crisis and in the Economic Recovery periods in order to understand the benefits and risks of investing in post-economic crisis The results of this study indicate that 6 of 10 stock indices have no difference in the level of volatility in the 2 events. Only 4 Stock Indices have different levels of volatility. In the post-crisis period, the volatility of the stock index is at a very low level, so it is very interesting to see the investment returns opportunities. Although in these 2 events; majority of volatility levels of stock indices are relatively low in terms of parameters; but there is a fairly large gab of volatility values. High levels of volatility can also occur not only during crisis but also when the economy has improved.