Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:3.58% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5987 | 4.28 | |
| 0.1104 | 8.32 | |
| 0.8752 | 63.02 | |
| 0.0101 | 1.24 | |
| -0.0107 | -0.92 | |
| 0.0110 | 1.11 | |
| -0.0154 | -2.23 |
Estimation Period:
Jun 30, 1998 to Oct 31, 2025
Jun 30, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other Indonesian Rupiah Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies