Indonesian Rupiah GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:3.36% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 14.13 | |
| 0.0995 | 20.29 | |
| 0.9090 | 423.56 | |
| -0.0170 | -2.29 |
Estimation Period:
Jun 30, 1998 to Dec 12, 2025
Jun 30, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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