Indonesian Rupiah GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.32% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0625 | 3.85 | |
| 0.0802 | 4.88 | |
| 0.8313 | 81.34 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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