Indonesian Rupiah AGARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:3.26% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 12.16 | |
| 0.1038 | 38.70 | |
| 0.9019 | 430.32 | |
| -0.0152 | -1.60 |
Estimation Period:
Jun 30, 1998 to Jan 9, 2026
Jun 30, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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