Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:14.09% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.3797 | 9.41 | |
| 0.0605 | 137.85 | |
| 0.9990 | 9,891.09 | |
| 2.0382 | 8,563.68 |
Estimation Period:
Jun 30, 1998 to Jan 9, 2026
Jun 30, 1998 to Jan 9, 2026
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