Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
15.10%
decreased by 0.86%
1 Week
15.26%
decreased by 0.70%
1 Month
15.87%
decreased by 0.09%
Analysis last updated: Tuesday, April 14, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 10.4246 | 9.37 | |
| 0.0605 | 137.75 | |
| 0.9990 | 9,891.09 | |
| 2.0534 | 6,057.16 |
Estimation Period:
Jun 30, 1998 to Apr 10, 2026
Jun 30, 1998 to Apr 10, 2026
Other Indonesian Rupiah Analyses
Other GAS-GARCH Student T Analyses on Currencies