Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:17.04% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.9950 | 9.45 | |
| 0.0604 | 137.53 | |
| 0.9990 | 9,990.00 | |
| 2.0272 | 12,139.20 |
Estimation Period:
Jun 30, 1998 to Oct 18, 2025
Jun 30, 1998 to Oct 18, 2025
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