IDX Dynamic Fixed Income ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.98% (+6.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.53 | |
| 0.1278 | 16.26 | |
| 0.8492 | 97.54 | |
| 0.0714 | 5.67 |
Estimation Period:
Jan 10, 2024 to Feb 6, 2026
Jan 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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