iShares MSCI Indonesia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.75% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1200 | 8.46 | |
| 0.0370 | 6.71 | |
| 0.8500 | 162.80 | |
| 0.1242 | 8.42 |
Estimation Period:
May 7, 2010 to Feb 13, 2026
May 7, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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