IDX Dynamic Fixed Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.72% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7731 | 6.53 | |
| 0.1747 | 2.69 | |
| 0.5458 | 2.82 | |
| 0.0319 | 0.11 |
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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