Indonesian Rupiah GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:3.94% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 14.96 | |
| 0.0929 | 35.24 | |
| 0.9071 | 409.14 |
Estimation Period:
Jun 30, 1998 to Dec 19, 2025
Jun 30, 1998 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other Indonesian Rupiah Analyses
Other GARCH Analyses on Currencies