Indonesian Rupiah APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.97% (-4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 12.29 | |
| 0.0718 | 1.20 | |
| 0.7828 | 13.44 | |
| -0.1183 | -6.15 | |
| 3.0000 | 2.03 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
News Impact Curve
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