Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, April 9th, 2026
1 Day
358.62%
increased by 354.18%
1 Week
354.56%
increased by 350.12%
1 Month
339.07%
increased by 334.63%
Analysis last updated: Wednesday, April 8, 2026 at 07:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0017 | 3.53 | |
| 0.1073 | 8.74 | |
| 0.8813 | 69.37 | |
| -0.0002 | -0.03 | |
| 0.0077 | 0.85 | |
| -0.0094 | -3.02 |
Estimation Period:
Jun 30, 1998 to Apr 3, 2026
Jun 30, 1998 to Apr 3, 2026
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