Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
17.33%
decreased by 1.39%
1 Week
17.44%
decreased by 1.28%
1 Month
17.89%
decreased by 0.83%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 9.0287 | 9.35 | |
| 0.0604 | 137.93 | |
| 0.9990 | 9,891.09 | |
| 2.0620 | 5,194.07 |
Estimation Period:
Jun 30, 1998 to May 22, 2026
Jun 30, 1998 to May 22, 2026
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