Indonesian Rupiah AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.39% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0444 | -1.18 | |
| 0.0786 | 16.04 | |
| 0.8930 | 272.34 | |
| -0.9787 | -3.09 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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