Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
18.97%
decreased by 0.53%
1 Week
8.48%
decreased by 10.49%
1 Month
4.14%
decreased by 14.83%
Analysis last updated: Monday, March 23, 2026 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.1727 | 9.38 | |
| 0.0605 | 137.83 | |
| 0.9990 | 9,891.09 | |
| 2.0498 | 6,507.25 |
Estimation Period:
Jun 30, 1998 to Mar 20, 2026
Jun 30, 1998 to Mar 20, 2026
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