US Dollar to Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.42% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 23.20 | |
| 0.1102 | 2.16 | |
| 0.9011 | 196.71 | |
| -0.0782 | -1.56 |
Estimation Period:
Nov 19, 1990 to Feb 20, 2026
Nov 19, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Currencies