VanEck Indonesia Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.08% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0932 | 7.66 | |
| 0.0465 | 9.06 | |
| 0.8741 | 203.38 | |
| 0.0890 | 7.59 |
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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