Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:146.31% (-8.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1921 | 3.12 | |
| 0.1147 | 7.31 | |
| 0.8830 | 63.36 | |
| -0.2974 | -1.78 | |
| 0.3990 | 1.82 | |
| -0.1304 | -0.77 | |
| 0.0051 | 0.03 | |
| 0.0793 | 0.60 | |
| -0.1222 | -0.82 | |
| 0.2264 | 0.82 | |
| -1.4061 | -1.75 | |
| 3.6090 | 1.71 | |
| -3.5848 | -1.69 |
Estimation Period:
Jun 30, 1998 to Jan 30, 2026
Jun 30, 1998 to Jan 30, 2026
News Impact Curve
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