Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.06% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2788 | 3.57 | |
| 0.1119 | 7.93 | |
| 0.8866 | 70.67 | |
| -0.3198 | -1.57 | |
| 0.4204 | 1.64 | |
| -0.1328 | -0.79 | |
| 0.0129 | 0.08 | |
| 0.0712 | 0.54 | |
| -0.1111 | -0.76 | |
| 0.2017 | 0.78 | |
| -1.2097 | -1.59 | |
| 3.0836 | 1.55 | |
| -3.0565 | -1.54 |
Estimation Period:
Jun 30, 1998 to Feb 13, 2026
Jun 30, 1998 to Feb 13, 2026
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