VanEck Indonesia Index ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.17% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1000 | 7.54 | |
| 0.1072 | 28.80 | |
| 0.8449 | 179.88 | |
| 0.5059 | 12.58 |
Estimation Period:
Jan 20, 2009 to Feb 6, 2026
Jan 20, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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