US Dollar to Indonesian Rupiah EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.74%
decreased by 0.07%
1 Week
6.98%
increased by 0.17%
1 Month
8.02%
increased by 1.21%
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 | |
|---|---|---|
| 0.0168 | 10.91 | |
| 0.2310 | 38.67 | |
| 0.9892 | 1,360.70 | |
| 0.0190 | 3.63 |
Estimation Period:
Nov 19, 1990 to Jun 12, 2026
Nov 19, 1990 to Jun 12, 2026
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