Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.69%
increased by 0.29%
1 Week
20.77%
increased by 0.37%
1 Month
21.11%
increased by 0.71%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.6836 | 9.35 | |
| 0.0603 | 137.73 | |
| 0.9990 | 9,891.09 | |
| 2.0646 | 4,986.92 |
Estimation Period:
Jun 30, 1998 to Jun 12, 2026
Jun 30, 1998 to Jun 12, 2026
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