iShares MSCI Indonesia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.19% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1724 | 4.23 | |
| 0.1270 | 6.62 | |
| 0.7988 | 28.35 | |
| -0.0236 | -0.10 | |
| 0.1751 | 0.50 | |
| -0.4029 | -2.27 | |
| 0.4993 | 3.42 | |
| -0.2728 | -1.58 | |
| -0.2356 | -1.12 | |
| 0.6251 | 2.44 | |
| -0.5339 | -2.31 |
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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