The article explores whether the Indonesia Capital Market follows a chaotic, stochastic, or combined stochastic-chaotic process. The researchers analyzed daily return data from the Jakarta Stock Exchange Index from 1988 to 2003 using various tools like BDS statistic, R/S Analysis, Correlation Dimension, and Lyapunov Exponent. They discovered the presence of a non-linear dynamic system leading to a chaotic structure in the market, indicating the existence of nonlinearity, persistence, and low-dimensional chaos in the daily returns of the market portfolio index.