Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:3.75% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9872 | 3.50 | |
| 0.1076 | 8.74 | |
| 0.8812 | 69.18 | |
| -0.0006 | -0.09 | |
| 0.0085 | 0.91 | |
| -0.0099 | -3.09 |
Estimation Period:
Jun 30, 1998 to Jan 9, 2026
Jun 30, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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