Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.08% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.7492 | 9.45 | |
| 0.0602 | 138.05 | |
| 0.9990 | 9,990.00 | |
| 2.0218 | 15,088.25 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
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