Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.01% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0600 | 4.26 | |
| 0.1102 | 1.85 | |
| 0.8362 | 65.15 | |
| -0.0594 | -0.90 |
Estimation Period:
Jun 30, 1998 to Feb 6, 2026
Jun 30, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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