Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:3.07% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 13.97 | |
| 0.0997 | 20.30 | |
| 0.9091 | 423.41 | |
| -0.0175 | -2.36 |
Estimation Period:
Jun 30, 1998 to Nov 21, 2025
Jun 30, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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