Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.72% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.8919 | 9.45 | |
| 0.0602 | 138.28 | |
| 0.9990 | 9,990.00 | |
| 2.0226 | 14,551.22 |
Estimation Period:
Jun 30, 1998 to Feb 13, 2026
Jun 30, 1998 to Feb 13, 2026
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