Indonesian Rupiah EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.39% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 0.04 | |
| 0.1007 | 2.30 | |
| 0.9477 | 18.26 | |
| 0.1009 | 1.94 |
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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