Indonesian Rupiah EGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:4.66% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 4.61 | |
| 0.2286 | 35.30 | |
| 0.9841 | 843.27 | |
| 0.0166 | 2.73 |
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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