US Dollar to Indonesian Rupiah GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.12% (-3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 5.13 | |
| 0.0727 | 4.69 | |
| 0.8777 | 159.70 |
Estimation Period:
Nov 19, 1990 to Feb 6, 2026
Nov 19, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Currencies