VanEck Indonesia Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.81% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0321 | 8.00 | |
| 0.8034 | 59.42 | |
| 0.1376 | 22.02 | |
| 0.0483 | 1.35 | |
| 0.0341 | 0.83 | |
| 0.9453 | 16.39 |
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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