Indonesian Rupiah Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:198.59% (-6.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5085 | 3.99 | |
| 0.1187 | 8.92 | |
| 0.8798 | 70.64 | |
| -0.3253 | -1.50 | |
| 0.4455 | 1.64 | |
| -0.1625 | -0.98 | |
| 0.0267 | 0.17 | |
| 0.0641 | 0.52 | |
| -0.0801 | -0.69 | |
| 0.0734 | 0.52 | |
| -0.0031 | -0.01 | |
| -0.8657 | -1.50 | |
| 3.4176 | 1.75 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
News Impact Curve
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