Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:3.89% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 13.99 | |
| 0.0988 | 20.25 | |
| 0.9094 | 425.56 | |
| -0.0164 | -2.24 |
Estimation Period:
Jun 30, 1998 to Mar 14, 2026
Jun 30, 1998 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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