VanEck Indonesia Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:23.09% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1123 | 5.83 | |
| 0.0936 | 26.95 | |
| 0.9825 | 312.10 | |
| 7.0073 | 4.50 |
Estimation Period:
Jan 20, 2009 to Feb 13, 2026
Jan 20, 2009 to Feb 13, 2026
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