VanEck Indonesia Index ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.50% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 12.99 | |
| 0.1779 | 32.49 | |
| 0.9668 | 380.79 | |
| -0.0630 | -7.65 |
Estimation Period:
Jan 20, 2009 to Feb 13, 2026
Jan 20, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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