US Dollar to Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.01% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8682 | 11.95 | |
| 0.0650 | 170.08 | |
| 0.9985 | 8,251.77 | |
| 2.0778 | 6,111.04 |
Estimation Period:
Nov 19, 1990 to Feb 20, 2026
Nov 19, 1990 to Feb 20, 2026
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