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Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:146.31% (-8.56%)
Analysis last updated: Friday, January 30, 2026 at 07:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indonesian Rupiah S0GARCH
paramt-stat
ω1.19213.12
α0.11477.31
β0.883063.36
γ1-0.2974-1.78
γ20.39901.82
γ3-0.1304-0.77
γ40.00510.03
γ50.07930.60
γ6-0.1222-0.82
γ70.22640.82
γ8-1.4061-1.75
γ93.60901.71
γ10-3.5848-1.69
Estimation Period:
Jun 30, 1998 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts