Indonesian Rupiah GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:23.56% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.5669 | 9.44 | |
| 0.0603 | 138.23 | |
| 0.9990 | 9,990.00 | |
| 2.0252 | 13,065.55 |
Estimation Period:
Jun 30, 1998 to Jan 30, 2026
Jun 30, 1998 to Jan 30, 2026
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