Indonesian Rupiah GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.07% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 4.42 | |
| 0.0888 | 5.20 | |
| 0.8325 | 134.31 |
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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