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	param	t-stat
$ω$	1.3678	3.77
$α$	0.1115	7.94
$β$	0.8867	72.00
$γ_{1}$	-0.3010	-1.64
$γ_{2}$	0.3980	1.69
$γ_{3}$	-0.1247	-0.74
$γ_{4}$	0.0040	0.02
$γ_{5}$	0.0790	0.60
$γ_{6}$	-0.1139	-0.78
$γ_{7}$	0.1926	0.76
$γ_{8}$	-1.1233	-1.50
$γ_{9}$	2.8626	1.46
$γ_{10}$	-2.8444	-1.45

V-Lab

Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:36.01% (-0.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Indonesian Rupiah Analyses