Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
16.70%
increased by 0.39%
1 Week
16.83%
increased by 0.52%
1 Month
17.34%
increased by 1.03%
Analysis last updated: Monday, May 4, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 9.7486 | 9.36 | |
| 0.0605 | 137.72 | |
| 0.9990 | 9,891.09 | |
| 2.0573 | 5,636.42 |
Estimation Period:
Jun 30, 1998 to May 1, 2026
Jun 30, 1998 to May 1, 2026
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