iShares MSCI Indonesia ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:23.59% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 14.93 | |
| 0.1994 | 31.61 | |
| 0.9436 | 195.12 | |
| -0.0898 | -9.37 |
Estimation Period:
May 7, 2010 to Feb 27, 2026
May 7, 2010 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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