Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:99.74% (-10.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1173 | 2.67 | |
| 0.0868 | 1.26 | |
| 0.8181 | 23.48 | |
| -0.0386 | -0.45 |
Estimation Period:
Jun 30, 1998 to Jan 23, 2026
Jun 30, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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