IDX Dynamic Fixed Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:2.31% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2891 | 6.23 | |
| 0.1453 | 32.77 | |
| 0.9962 | 1,591.36 | |
| 4.1206 | 13.07 |
Estimation Period:
Jan 10, 2024 to Feb 13, 2026
Jan 10, 2024 to Feb 13, 2026
Other IDX Dynamic Fixed Income ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs