Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:3.87% (-0.13%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0016 | 14.09 | |
0.0995 | 20.26 | |
0.9093 | 423.74 | |
-0.0177 | -2.39 |
Estimation Period:
Jun 30, 1998 to Oct 17, 2025
Jun 30, 1998 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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