Indonesian Rupiah AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:6.85% (+3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 12.26 | |
| 0.1033 | 38.69 | |
| 0.9023 | 431.10 | |
| -0.0141 | -1.50 |
Estimation Period:
Jun 30, 1998 to Mar 14, 2026
Jun 30, 1998 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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