Indonesian Rupiah Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:4.73% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0002 | 3.52 | |
| 0.1074 | 8.74 | |
| 0.8813 | 69.35 | |
| -0.0003 | -0.05 | |
| 0.0079 | 0.86 | |
| -0.0095 | -3.04 |
Estimation Period:
Jun 30, 1998 to Mar 14, 2026
Jun 30, 1998 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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