IDX Dynamic Fixed Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.79% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1578 | 6.65 | |
| 0.2181 | 2.89 | |
| 0.5476 | 3.32 | |
| 0.4868 | 7.21 |
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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