iShares MSCI Indonesia ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.46% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3102 | 6.32 | |
| 0.1238 | 7.04 | |
| 0.8159 | 35.30 | |
| 0.1101 | 1.76 | |
| -0.1924 | -1.98 | |
| 0.1913 | 2.68 | |
| -0.2569 | -3.29 | |
| 0.4404 | 2.66 |
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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