iShares MSCI Indonesia ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.53% (-4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 14.40 | |
| 0.1971 | 31.55 | |
| 0.9455 | 198.77 | |
| -0.0907 | -8.90 |
Estimation Period:
May 7, 2010 to Feb 6, 2026
May 7, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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