Indonesian Rupiah AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.39% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0153 | -0.82 | |
| 0.0825 | 14.97 | |
| 0.8916 | 295.73 | |
| -0.6449 | -2.81 |
Estimation Period:
Jun 30, 1998 to Feb 20, 2026
Jun 30, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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