Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.27% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.5172 | 9.38 | |
| 0.0605 | 137.73 | |
| 0.9990 | 9,891.09 | |
| 2.0481 | 6,737.12 |
Estimation Period:
Jun 30, 1998 to Mar 13, 2026
Jun 30, 1998 to Mar 13, 2026
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