Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:16.17% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.4919 | 9.41 | |
| 0.0606 | 138.02 | |
| 0.9990 | 9,891.09 | |
| 2.0354 | 9,293.87 |
Estimation Period:
Jun 30, 1998 to Dec 19, 2025
Jun 30, 1998 to Dec 19, 2025
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