Indonesian Rupiah EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:8.17% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 0.02 | |
| 0.1298 | 5.77 | |
| 0.9659 | 37.30 | |
| 0.1072 | 3.70 |
Estimation Period:
Jun 30, 1998 to Feb 27, 2026
Jun 30, 1998 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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