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Parameter	Value	t-statistic
ω const Unconditional variance weight	8.0653	9.34***
α ARCH Response to squared shocks	0.0603	137.92***
β GARCH Volatility persistence	0.9990	9,794.12***
ν DF Student-t tail thickness	2.0696	4,629.92***

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Indonesian Rupiah GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Indonesian Rupiah Analyses