VanEck Indonesia Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.95% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0527 | 5.93 | |
| 0.1184 | 6.28 | |
| 0.8105 | 29.49 | |
| 0.1091 | 1.16 | |
| -0.0033 | -0.02 | |
| -0.2730 | -2.82 | |
| 0.4111 | 4.19 | |
| -0.5037 | -4.29 | |
| 0.4872 | 3.01 | |
| -0.3271 | -2.01 |
Estimation Period:
Jan 20, 2009 to Feb 13, 2026
Jan 20, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other VanEck Indonesia Index ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs