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Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.06% (-2.17%)
Analysis last updated: Sunday, February 15, 2026 at 02:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah S0GARCH
paramt-stat
ω1.27883.57
α0.11197.93
β0.886670.67
γ1-0.3198-1.57
γ20.42041.64
γ3-0.1328-0.79
γ40.01290.08
γ50.07120.54
γ6-0.1111-0.76
γ70.20170.78
γ8-1.2097-1.59
γ93.08361.55
γ10-3.0565-1.54
Estimation Period:
Jun 30, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts