Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:3.20% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 13.97 | |
| 0.0999 | 20.31 | |
| 0.9089 | 422.95 | |
| -0.0176 | -2.38 |
Estimation Period:
Jun 30, 1998 to Oct 31, 2025
Jun 30, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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