IDX Dynamic Fixed Income ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.80% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.81 | |
| 0.1093 | 14.06 | |
| 0.8740 | 104.73 |
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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