Indonesian Rupiah EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.30% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 0.03 | |
| 0.1129 | 3.15 | |
| 0.9546 | 22.79 | |
| 0.1071 | 2.47 |
Estimation Period:
Jun 30, 1998 to Feb 13, 2026
Jun 30, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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