VanEck Indonesia Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.27% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1833 | 6.32 | |
| 0.1165 | 6.66 | |
| 0.8244 | 34.93 | |
| 0.1604 | 2.82 | |
| -0.2213 | -2.64 | |
| 0.1450 | 2.64 | |
| -0.1985 | -2.78 | |
| 0.3637 | 2.18 |
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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