Indonesian Rupiah Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:140.30% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5063 | 3.97 | |
| 0.1159 | 9.13 | |
| 0.8823 | 75.28 | |
| -0.3174 | -1.72 | |
| 0.4358 | 1.84 | |
| -0.1601 | -0.98 | |
| 0.0257 | 0.16 | |
| 0.0663 | 0.54 | |
| -0.0845 | -0.73 | |
| 0.0802 | 0.57 | |
| -0.0177 | -0.09 | |
| -0.7142 | -1.74 | |
| 2.8675 | 2.19 |
Estimation Period:
Jun 30, 1998 to Feb 20, 2026
Jun 30, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Indonesian Rupiah Analyses
Other Spline-GARCH Analyses on Currencies