Indonesian Rupiah GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:7.03% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 5.27 | |
| 0.0955 | 7.43 | |
| 0.8581 | 226.12 |
Estimation Period:
Jun 30, 1998 to Mar 6, 2026
Jun 30, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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