Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:4.77% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 14.04 | |
| 0.0989 | 20.26 | |
| 0.9093 | 425.31 | |
| -0.0164 | -2.24 |
Estimation Period:
Jun 30, 1998 to Mar 20, 2026
Jun 30, 1998 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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