Indonesian Rupiah Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:163.68% (-3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4977 | 3.98 | |
| 0.1172 | 9.04 | |
| 0.8812 | 73.10 | |
| -0.3245 | -1.60 | |
| 0.4443 | 1.73 | |
| -0.1623 | -0.98 | |
| 0.0271 | 0.17 | |
| 0.0638 | 0.51 | |
| -0.0801 | -0.69 | |
| 0.0739 | 0.52 | |
| -0.0061 | -0.03 | |
| -0.7959 | -1.58 | |
| 3.1318 | 1.89 |
Estimation Period:
Jun 30, 1998 to Feb 13, 2026
Jun 30, 1998 to Feb 13, 2026
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