Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:3.62% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 14.05 | |
| 0.0993 | 20.28 | |
| 0.9091 | 424.23 | |
| -0.0169 | -2.28 |
Estimation Period:
Jun 30, 1998 to Jan 2, 2026
Jun 30, 1998 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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