Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
15.54%
decreased by 1.20%
1 Week
15.66%
decreased by 1.08%
1 Month
16.12%
decreased by 0.62%
Analysis last updated: Monday, July 6, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.2811 | 9.34 | |
| 0.0603 | 138.00 | |
| 0.9990 | 9,891.09 | |
| 2.0678 | 4,742.73 |
Estimation Period:
Jun 30, 1998 to Jul 3, 2026
Jun 30, 1998 to Jul 3, 2026
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